+221.6%
INTU vs M
-1.9%
+223.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.7% |
| 7D | -7.1% | +4.7% | -11.8% | -7.7% |
| 30D | +1.5% | -9.6% | +11.1% | +2.8% |
| 3M | +10.7% | +0.9% | +9.8% | +10.2% |
| 6M | -23.8% | +22.3% | -46.1% | -26.6% |
| YTD | -49.3% | +6.5% | -55.8% | -50.3% |
| 1Y | -49.7% | +38.8% | -88.4% | -52.7% |
| 3Y | -38.0% | +115.9% | -153.9% | -47.4% |
| 5Y | -38.7% | +28.6% | -67.4% | -45.3% |
| All | +221.6% | -1.9% | +223.5% | +156.0% |
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