+14,729.7%
INTU vs M
+325.6%
+14,404.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.8% |
| 7D | +0.1% | -4.3% | +4.4% | +1.0% |
| 30D | +15.4% | +1.3% | +14.2% | +15.1% |
| 3M | +6.6% | -7.4% | +14.0% | +8.1% |
| 6M | -11.3% | +18.3% | -29.7% | -15.4% |
| YTD | -47.7% | +7.6% | -55.3% | -49.5% |
| 1Y | -47.0% | +17.4% | -64.4% | -49.9% |
| 3Y | -29.9% | +108.4% | -138.3% | -44.6% |
| 5Y | -42.2% | -10.6% | -31.6% | -47.6% |
| 10Y | +251.7% | -3.2% | +254.8% | +158.9% |
| All | +14,729.7% | +325.6% | +14,404.0% | +5,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling