+265.1%
MU vs NTNX
-9.1%
+274.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -7.1% |
| 7D | -19.1% | -12.3% | -6.8% | -19.8% |
| 30D | -25.2% | -13.2% | -12.0% | -26.1% |
| 3M | -10.9% | +3.6% | -14.5% | -9.7% |
| 6M | +38.0% | +45.7% | -7.7% | +45.0% |
| YTD | +178.8% | +23.2% | +155.6% | +207.1% |
| 1Y | +265.1% | -9.1% | +274.2% | +323.1% |
| All | +265.1% | -9.1% | +274.3% | +323.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling