+159.7%
MPWR vs NTNX
+82.3%
+77.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.9% |
| 7D | +0.9% | -3.1% | +4.0% | +1.6% |
| 30D | -13.4% | +2.0% | -15.3% | -13.9% |
| 3M | -22.2% | +34.0% | -56.2% | -27.9% |
| 6M | +15.7% | +72.4% | -56.7% | -2.5% |
| YTD | +36.7% | +27.5% | +9.2% | +26.7% |
| 1Y | +47.9% | -18.7% | +66.7% | +62.8% |
| 3Y | +159.7% | +80.8% | +78.9% | +55.2% |
| All | +159.7% | +82.3% | +77.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling