+6,576.6%
INTU vs MCO
+7,930.1%
-1,353.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +10.1% | +9.8% | +0.3% | +5.7% |
| 3M | -4.2% | +4.3% | -8.5% | -5.8% |
| 6M | -7.2% | +16.5% | -23.7% | -13.0% |
| YTD | -47.7% | +0.1% | -47.8% | -47.5% |
| 1Y | -46.7% | +4.4% | -51.1% | -47.5% |
| 3Y | -34.1% | +51.6% | -85.6% | -45.1% |
| 5Y | -43.3% | +36.7% | -80.0% | -50.2% |
| 10Y | +232.6% | +455.7% | -223.1% | +73.7% |
| All | +6,576.6% | +7,930.1% | -1,353.5% | +727.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling