+1,518.6%
MPWR vs NTNX
+152.6%
+1,366.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -12.8% | +3.8% | -16.7% | -14.0% |
| 3M | -21.3% | +31.9% | -53.2% | -28.0% |
| 6M | +13.7% | +68.5% | -54.7% | -5.2% |
| YTD | +33.3% | +29.5% | +3.8% | +19.1% |
| 1Y | +41.3% | -11.6% | +52.9% | +40.5% |
| 3Y | +145.8% | +85.1% | +60.7% | +89.3% |
| 5Y | +155.6% | +54.8% | +100.8% | +97.2% |
| All | +1,518.6% | +152.6% | +1,366.0% | +902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling