+1,739.5%
MULL vs NTNX
-15.3%
+1,754.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.0% |
| 7D | -8.4% | -3.1% | -5.3% | -9.0% |
| 30D | +9.7% | +2.0% | +7.7% | +10.2% |
| 3M | -26.8% | +34.0% | -60.7% | -21.9% |
| 6M | +220.7% | +72.4% | +148.3% | +239.1% |
| YTD | +509.0% | +27.5% | +481.5% | +621.2% |
| 1Y | +1,739.5% | -18.7% | +1,758.3% | +3,494.2% |
| All | +1,739.5% | -15.3% | +1,754.8% | +3,494.2% |
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