+405.1%
MP vs NTNX
+184.5%
+220.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.8% |
| 7D | -7.4% | -3.1% | -4.2% | -6.6% |
| 30D | -6.7% | +2.0% | -8.6% | -7.1% |
| 3M | -11.7% | +34.0% | -45.6% | -18.1% |
| 6M | -18.9% | +72.4% | -91.2% | -30.0% |
| YTD | 0.0% | +27.5% | -27.5% | -7.4% |
| 1Y | -19.9% | -18.7% | -1.1% | -17.0% |
| 3Y | +133.4% | +80.8% | +52.7% | +78.2% |
| 5Y | +48.1% | +54.5% | -6.4% | +17.2% |
| All | +405.1% | +184.5% | +220.6% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling