+233.5%
INTU vs M
-5.1%
+238.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | -3.9% | -3.3% | -0.6% | -3.5% |
| 30D | +12.0% | +8.1% | +3.9% | +10.7% |
| 3M | +2.3% | +2.2% | +0.1% | +1.8% |
| 6M | -12.1% | +35.1% | -47.2% | -16.4% |
| YTD | -47.5% | +15.8% | -63.4% | -49.3% |
| 1Y | -46.9% | +25.8% | -72.7% | -49.3% |
| 3Y | -33.5% | +156.2% | -189.7% | -44.9% |
| 5Y | -41.2% | -2.4% | -38.9% | -46.0% |
| 10Y | +233.5% | -7.1% | +240.6% | +169.0% |
| All | +233.5% | -5.1% | +238.6% | +169.0% |
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