+267.9%
MXL vs NTNX
+148.8%
+119.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.8% | +7.3% |
| 7D | +18.9% | -3.1% | +22.0% | +20.1% |
| 30D | +0.3% | +2.0% | -1.6% | -0.4% |
| 3M | -8.0% | +34.0% | -42.0% | -17.5% |
| 6M | +341.2% | +72.4% | +268.9% | +260.7% |
| YTD | +327.8% | +27.5% | +300.3% | +282.7% |
| 1Y | +364.9% | -18.7% | +383.6% | +378.8% |
| 3Y | +229.2% | +80.8% | +148.5% | +161.3% |
| 5Y | +42.8% | +54.5% | -11.7% | +13.0% |
| All | +267.9% | +148.8% | +119.1% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling