-23.8%
INTU vs MAR
0.0%
-23.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -7.1% | -4.2% | -2.9% | -7.6% |
| 30D | +1.5% | -6.7% | +8.1% | +0.6% |
| 3M | +10.7% | -12.5% | +23.1% | +8.5% |
| 6M | -23.8% | +0.6% | -24.4% | -23.1% |
| All | -23.8% | 0.0% | -23.8% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling