+149.7%
INTU vs MDB
+848.0%
-698.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.7% | -6.5% | -4.5% |
| 7D | +0.1% | -11.4% | +11.5% | +3.1% |
| 30D | +15.4% | -13.8% | +29.3% | +18.9% |
| 3M | +6.6% | -15.5% | +22.0% | +8.8% |
| 6M | -11.3% | +17.9% | -29.2% | -18.0% |
| YTD | -47.7% | -25.5% | -22.3% | -46.1% |
| 1Y | -47.0% | -12.1% | -34.9% | -48.2% |
| 3Y | -29.9% | -5.9% | -24.1% | -39.0% |
| 5Y | -42.2% | -43.7% | +1.5% | -48.3% |
| All | +149.7% | +848.0% | -698.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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