+14,280.4%
INTU vs M
+321.5%
+13,959.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.9% |
| 7D | -7.1% | +4.7% | -11.8% | -8.0% |
| 30D | +1.5% | -9.6% | +11.1% | +3.5% |
| 3M | +10.7% | +0.9% | +9.8% | +9.9% |
| 6M | -23.8% | +22.3% | -46.1% | -28.0% |
| YTD | -49.3% | +6.5% | -55.8% | -50.9% |
| 1Y | -49.7% | +38.8% | -88.4% | -54.1% |
| 3Y | -38.0% | +115.9% | -153.9% | -51.4% |
| 5Y | -38.7% | +28.6% | -67.4% | -49.0% |
| 10Y | +221.3% | -2.5% | +223.9% | +136.1% |
| All | +14,280.4% | +321.5% | +13,959.0% | +5,151.2% |
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