+4,942.5%
INTU vs MAR
+3,116.5%
+1,826.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | +0.1% | +4.3% | -4.2% | -1.4% |
| 30D | +15.4% | +16.8% | -1.4% | +9.1% |
| 3M | +6.6% | +16.0% | -9.4% | +0.8% |
| 6M | -11.3% | +16.5% | -27.8% | -16.6% |
| YTD | -47.7% | +35.0% | -82.8% | -53.9% |
| 1Y | -47.0% | +49.4% | -96.4% | -55.1% |
| 3Y | -29.9% | +124.1% | -154.0% | -49.5% |
| 5Y | -42.2% | +159.2% | -201.4% | -60.5% |
| 10Y | +251.7% | +553.9% | -302.3% | +58.8% |
| All | +4,942.5% | +3,116.5% | +1,826.0% | +1,005.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling