+233.5%
INTU vs MAR
+541.3%
-307.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -3.9% | +1.0% | -4.9% | -4.3% |
| 30D | +12.0% | +16.2% | -4.2% | +5.8% |
| 3M | +2.3% | +23.1% | -20.7% | -5.5% |
| 6M | -12.1% | +22.0% | -34.0% | -19.0% |
| YTD | -47.5% | +39.2% | -86.7% | -54.6% |
| 1Y | -46.9% | +48.3% | -95.2% | -55.3% |
| 3Y | -33.5% | +123.4% | -156.9% | -53.0% |
| 5Y | -41.2% | +185.4% | -226.6% | -62.2% |
| 10Y | +233.5% | +539.2% | -305.7% | +85.1% |
| All | +233.5% | +541.3% | -307.8% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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