-41.7%
INTU vs MKC
-33.2%
-8.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -7.5% | -4.3% | -3.2% | -6.7% |
| 30D | -1.9% | -2.0% | +0.1% | -1.5% |
| 3M | +4.9% | +10.0% | -5.1% | +3.4% |
| 6M | -33.2% | -18.5% | -14.7% | -30.9% |
| YTD | -51.4% | -22.4% | -29.0% | -49.4% |
| 1Y | -52.0% | -23.6% | -28.4% | -49.8% |
| 3Y | -40.7% | -30.4% | -10.2% | -36.8% |
| 5Y | -41.7% | -34.2% | -7.5% | -37.0% |
| All | -41.7% | -33.2% | -8.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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