+323.1%
MRVL vs NTNX
+82.3%
+240.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.3% | +3.8% |
| 7D | +5.6% | -3.1% | +8.8% | +6.6% |
| 30D | +8.8% | +2.0% | +6.8% | +7.9% |
| 3M | -15.9% | +34.0% | -49.8% | -24.0% |
| 6M | +161.3% | +72.4% | +88.9% | +111.0% |
| YTD | +178.2% | +27.5% | +150.7% | +152.5% |
| 1Y | +255.3% | -18.7% | +274.1% | +294.7% |
| 3Y | +323.1% | +80.8% | +242.4% | +191.7% |
| All | +323.1% | +82.3% | +240.8% | +191.7% |
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