+475.1%
MULL vs NTNX
-9.1%
+484.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.5% | -12.2% | -13.9% |
| 7D | -35.9% | -12.3% | -23.6% | -37.2% |
| 30D | -47.3% | -13.2% | -34.1% | -48.8% |
| 3M | -30.6% | +3.6% | -34.2% | -28.9% |
| 6M | +13.7% | +45.7% | -32.0% | +26.2% |
| YTD | +272.1% | +23.2% | +248.9% | +353.0% |
| 1Y | +475.1% | -9.1% | +484.2% | +676.9% |
| All | +475.1% | -9.1% | +484.2% | +676.9% |
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