-45.2%
INTU vs MCO
+9.9%
-55.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | -0.7% |
| 7D | +8.7% | +10.7% | -2.0% | -0.4% |
| 30D | +25.9% | +17.9% | +8.0% | +9.6% |
| 3M | +10.7% | +9.5% | +1.3% | +2.7% |
| 6M | -11.6% | +18.1% | -29.6% | -22.7% |
| YTD | -45.4% | +4.1% | -49.5% | -47.0% |
| 1Y | -45.2% | +9.3% | -54.6% | -47.6% |
| All | -45.2% | +9.9% | -55.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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