+1,559.9%
MPWR vs NTNX
+148.8%
+1,411.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | -13.4% | +2.0% | -15.3% | -14.0% |
| 3M | -22.2% | +34.0% | -56.2% | -29.1% |
| 6M | +15.7% | +72.4% | -56.7% | -4.3% |
| YTD | +36.7% | +27.5% | +9.2% | +22.7% |
| 1Y | +47.9% | -18.7% | +66.7% | +51.2% |
| 3Y | +159.7% | +80.8% | +78.9% | +101.5% |
| 5Y | +159.1% | +54.5% | +104.7% | +100.1% |
| All | +1,559.9% | +148.8% | +1,411.1% | +932.2% |
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