+2,802.6%
MULL vs NTNX
+0.3%
+2,802.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +17.3% | -1.6% | +18.9% | +17.0% |
| 30D | +23.5% | +11.6% | +11.9% | +25.9% |
| 3M | -24.0% | +23.8% | -47.8% | -19.5% |
| 6M | +276.7% | +68.8% | +207.9% | +291.2% |
| YTD | +565.1% | +31.7% | +533.4% | +675.6% |
| 1Y | +2,802.6% | -0.9% | +2,803.5% | +4,478.9% |
| All | +2,802.6% | +0.3% | +2,802.3% | +4,478.9% |
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