+14,779.2%
INTU vs MDT
+3,525.5%
+11,253.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.9% | -3.2% | -0.7% | -2.6% |
| 30D | +12.0% | +10.5% | +1.4% | +7.6% |
| 3M | +2.3% | +13.0% | -10.7% | -2.6% |
| 6M | -12.1% | +38.7% | -50.8% | -23.3% |
| YTD | -47.5% | +8.5% | -56.0% | -49.7% |
| 1Y | -46.9% | +10.0% | -56.9% | -49.4% |
| 3Y | -33.5% | +58.6% | -92.1% | -46.2% |
| 5Y | -41.2% | -0.3% | -40.9% | -42.8% |
| 10Y | +233.5% | +61.3% | +172.2% | +166.0% |
| All | +14,779.2% | +3,525.5% | +11,253.7% | +4,509.8% |
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