+6,102.8%
INTU vs MCO
+7,504.3%
-1,401.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.0% |
| 7D | -7.5% | -2.7% | -4.8% | -6.4% |
| 30D | -1.9% | +0.9% | -2.9% | -2.2% |
| 3M | +4.9% | +8.7% | -3.8% | +1.3% |
| 6M | -33.2% | +2.4% | -35.6% | -33.7% |
| YTD | -51.4% | -5.2% | -46.2% | -50.1% |
| 1Y | -52.0% | -4.4% | -47.6% | -51.0% |
| 3Y | -40.7% | +45.1% | -85.8% | -49.8% |
| 5Y | -41.7% | +31.5% | -73.2% | -47.9% |
| 10Y | +211.1% | +380.7% | -169.6% | +71.5% |
| All | +6,102.8% | +7,504.3% | -1,401.5% | +686.5% |
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