-38.5%
INTU vs MDT
+28.5%
-66.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | -7.1% | +3.2% | -10.3% | -7.9% |
| 30D | +1.5% | +9.5% | -8.1% | -1.0% |
| 3M | +10.7% | +16.0% | -5.3% | +6.6% |
| 6M | -23.8% | +0.2% | -24.0% | -23.8% |
| YTD | -49.3% | -0.3% | -49.0% | -49.3% |
| 1Y | -49.7% | +4.7% | -54.4% | -50.5% |
| All | -38.5% | +28.5% | -66.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 3y: compounded portfolio wealth divided by compounded MDT 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…
3y analysis · Full analysis span regression · 6 months rolling