+709.3%
MTZ vs NTNX
+152.6%
+556.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | -10.3% | +3.8% | -14.1% | -10.9% |
| 3M | -31.8% | +31.9% | -63.8% | -35.3% |
| 6M | -19.2% | +68.5% | -87.7% | -27.3% |
| YTD | +10.7% | +29.5% | -18.8% | +4.0% |
| 1Y | +37.5% | -11.6% | +49.2% | +37.9% |
| 3Y | +162.4% | +85.1% | +77.2% | +127.2% |
| 5Y | +166.3% | +54.8% | +111.5% | +128.8% |
| All | +709.3% | +152.6% | +556.7% | +476.4% |
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