-41.7%
INTU vs MKTX
-25.2%
-16.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -7.0% | +0.8% | -7.9% | -7.1% |
| 3M | +10.5% | +41.1% | -30.6% | +5.7% |
| 6M | -30.6% | -9.5% | -21.0% | -29.8% |
| YTD | -52.3% | -8.7% | -43.7% | -51.9% |
| 1Y | -51.8% | -10.0% | -41.8% | -51.4% |
| All | -41.7% | -25.2% | -16.5% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling