+211.0%
INTU vs MAR
+419.7%
-208.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -8.5% | -0.5% | -8.0% | -8.3% |
| 30D | -6.1% | -4.7% | -1.5% | -4.5% |
| 3M | +7.3% | -15.6% | +22.9% | +14.1% |
| 6M | -33.2% | +1.2% | -34.4% | -34.3% |
| YTD | -52.2% | +7.5% | -59.7% | -54.4% |
| 1Y | -52.7% | +26.6% | -79.3% | -57.9% |
| 3Y | -41.6% | +66.0% | -107.6% | -53.9% |
| 5Y | -42.6% | +154.1% | -196.7% | -61.1% |
| 10Y | +211.0% | +441.9% | -230.8% | +68.2% |
| All | +211.0% | +419.7% | -208.7% | +68.2% |
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