+217.8%
INTU vs MKTX
+5.0%
+212.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -3.9% | +0.7% | -4.7% | -4.2% |
| 3M | +16.6% | +40.8% | -24.2% | +1.7% |
| 6M | -26.4% | -8.0% | -18.4% | -25.3% |
| YTD | -51.0% | -8.7% | -42.3% | -50.2% |
| 1Y | -50.8% | -11.8% | -38.9% | -49.5% |
| 3Y | -40.1% | -24.0% | -16.0% | -38.6% |
| 5Y | -41.2% | -60.3% | +19.1% | -23.9% |
| All | +217.8% | +5.0% | +212.7% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling