+40.4%
MXL vs NTNX
+54.0%
-13.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.8% | +7.2% |
| 7D | +18.9% | -3.1% | +22.0% | +20.4% |
| 30D | +0.3% | +2.0% | -1.6% | -0.6% |
| 3M | -8.0% | +34.0% | -42.0% | -19.9% |
| 6M | +341.2% | +72.4% | +268.9% | +239.8% |
| YTD | +327.8% | +27.5% | +300.3% | +270.3% |
| 1Y | +364.9% | -18.7% | +383.6% | +385.8% |
| 3Y | +229.2% | +80.8% | +148.5% | +142.5% |
| All | +40.4% | +54.0% | -13.6% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling