-46.7%
INTU vs MAR
+47.1%
-93.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.1% | +1.6% | -1.5% | 0.0% |
| 30D | +10.1% | +13.8% | -3.7% | +10.1% |
| 3M | -4.2% | +20.3% | -24.5% | -4.1% |
| 6M | -7.2% | +21.3% | -28.6% | -7.0% |
| YTD | -47.7% | +37.2% | -84.9% | -48.4% |
| 1Y | -46.7% | +48.4% | -95.1% | -48.5% |
| All | -46.7% | +47.1% | -93.8% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling