+1,590.9%
INTU vs MKTX
+1,445.7%
+145.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -7.5% | +0.4% | -7.9% | -7.6% |
| 30D | -1.9% | +1.0% | -2.9% | -2.2% |
| 3M | +4.9% | +41.3% | -36.4% | -4.9% |
| 6M | -33.2% | -11.3% | -21.9% | -32.1% |
| YTD | -51.4% | -8.6% | -42.8% | -51.0% |
| 1Y | -52.0% | -11.1% | -40.9% | -51.4% |
| 3Y | -40.7% | -24.5% | -16.2% | -39.3% |
| 5Y | -41.7% | -61.4% | +19.7% | -30.7% |
| 10Y | +211.1% | +6.8% | +204.3% | +191.8% |
| All | +1,590.9% | +1,445.7% | +145.3% | +686.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling