-41.7%
INTU vs MDT
-19.6%
-22.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | -7.5% | +0.4% | -7.9% | -7.7% |
| 30D | -1.9% | +6.0% | -7.9% | -4.3% |
| 3M | +4.9% | +15.5% | -10.7% | -1.1% |
| 6M | -33.2% | +3.4% | -36.6% | -34.2% |
| YTD | -51.4% | -2.2% | -49.2% | -51.1% |
| 1Y | -52.0% | +2.6% | -54.6% | -52.9% |
| 3Y | -40.7% | +27.5% | -68.2% | -49.0% |
| 5Y | -41.7% | -20.1% | -21.7% | -34.6% |
| All | -41.7% | -19.6% | -22.1% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling