+235.2%
INTU vs M
-8.5%
+243.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | +12.8% | +7.0% | +5.9% | +11.7% |
| 3M | +2.1% | +3.1% | -1.0% | +1.5% |
| 6M | -11.5% | +33.5% | -45.0% | -15.7% |
| YTD | -47.9% | +13.4% | -61.3% | -49.5% |
| 1Y | -47.7% | +22.4% | -70.1% | -49.9% |
| 3Y | -34.0% | +150.9% | -184.8% | -45.1% |
| 5Y | -43.5% | -3.0% | -40.5% | -48.1% |
| All | +235.2% | -8.5% | +243.7% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling