+14,683.6%
INTU vs MDT
+3,524.8%
+11,158.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | -1.2% | +2.7% | -4.0% | -2.3% |
| 30D | +12.4% | +14.8% | -2.4% | +6.3% |
| 3M | +2.3% | +14.6% | -12.3% | -3.2% |
| 6M | -13.3% | +35.7% | -49.0% | -23.7% |
| YTD | -47.9% | +8.5% | -56.3% | -50.0% |
| 1Y | -47.2% | +13.3% | -60.4% | -50.3% |
| 3Y | -33.9% | +58.6% | -92.5% | -46.6% |
| 5Y | -41.3% | -2.6% | -38.7% | -42.4% |
| 10Y | +237.9% | +60.0% | +177.9% | +170.3% |
| All | +14,683.6% | +3,524.8% | +11,158.8% | +4,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling