+5,525.0%
MU vs NTNX
+148.8%
+5,376.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -4.1% | -3.1% | -0.9% | -3.2% |
| 30D | +7.0% | +2.0% | +5.1% | +6.4% |
| 3M | -2.1% | +34.0% | -36.0% | -10.5% |
| 6M | +133.1% | +72.4% | +60.7% | +95.5% |
| YTD | +241.9% | +27.5% | +214.4% | +209.4% |
| 1Y | +548.8% | -18.7% | +567.5% | +565.9% |
| 3Y | +1,308.2% | +80.8% | +1,227.4% | +1,027.1% |
| 5Y | +1,260.7% | +54.5% | +1,206.2% | +974.2% |
| All | +5,525.0% | +148.8% | +5,376.3% | +3,525.4% |
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 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