+297.0%
MXL vs NTNX
-9.1%
+306.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.5% | -9.6% | -10.7% |
| 7D | -24.3% | -12.3% | -12.0% | -21.8% |
| 30D | -46.1% | -13.2% | -32.9% | -44.1% |
| 3M | -21.8% | +3.6% | -25.4% | -21.3% |
| 6M | -27.2% | +45.7% | -72.9% | -34.4% |
| YTD | +226.2% | +23.2% | +202.9% | +189.5% |
| 1Y | +297.0% | -9.1% | +306.1% | +283.5% |
| All | +297.0% | -9.1% | +306.1% | +283.5% |
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