+708.4%
MTZ vs NTNX
+148.8%
+559.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.8% | +3.4% |
| 7D | +1.4% | -3.1% | +4.5% | +1.9% |
| 30D | -14.5% | +2.0% | -16.4% | -14.8% |
| 3M | -32.9% | +34.0% | -66.9% | -36.5% |
| 6M | -20.8% | +72.4% | -93.2% | -29.0% |
| YTD | +10.6% | +27.5% | -16.9% | +4.2% |
| 1Y | +27.1% | -18.7% | +45.8% | +29.5% |
| 3Y | +166.1% | +80.8% | +85.4% | +131.5% |
| 5Y | +170.7% | +54.5% | +116.2% | +132.6% |
| All | +708.4% | +148.8% | +559.6% | +477.3% |
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