+114.4%
MTUM vs NTNX
+82.3%
+32.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.7% | -3.1% | +3.9% | +1.2% |
| 30D | -2.4% | +2.0% | -4.4% | -2.8% |
| 3M | -3.6% | +34.0% | -37.6% | -8.4% |
| 6M | +23.7% | +72.4% | -48.7% | +11.0% |
| YTD | +22.9% | +27.5% | -4.6% | +17.2% |
| 1Y | +21.8% | -18.7% | +40.5% | +28.4% |
| 3Y | +114.4% | +80.8% | +33.7% | +76.5% |
| All | +114.4% | +82.3% | +32.1% | +76.5% |
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