+220.7%
MULL vs NTNX
+69.1%
+151.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -0.8% |
| 7D | -8.4% | -3.1% | -5.3% | -10.0% |
| 30D | +9.7% | +2.0% | +7.7% | +11.0% |
| 3M | -26.8% | +34.0% | -60.7% | -10.6% |
| 6M | +220.7% | +72.4% | +148.3% | +311.2% |
| All | +220.7% | +69.1% | +151.6% | +311.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling