-43.2%
INTU vs MCO
+36.6%
-79.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +0.1% | +0.5% | -0.4% | -0.4% |
| 30D | +10.1% | +9.8% | +0.3% | +2.2% |
| 3M | -4.2% | +4.3% | -8.5% | -7.3% |
| 6M | -7.2% | +16.5% | -23.7% | -17.8% |
| YTD | -47.7% | +0.1% | -47.8% | -47.8% |
| 1Y | -46.7% | +4.4% | -51.1% | -48.6% |
| 3Y | -34.1% | +51.6% | -85.6% | -56.5% |
| All | -43.2% | +36.6% | -79.8% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling