-40.0%
INTU vs MLM
+30.6%
-70.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +2.2% |
| 7D | +7.1% | -1.2% | +8.4% | +7.8% |
| 30D | +23.0% | +7.9% | +15.1% | +18.1% |
| 3M | +8.7% | -4.5% | +13.2% | +11.0% |
| 6M | -10.1% | -12.6% | +2.5% | -4.8% |
| YTD | -45.7% | -14.9% | -30.8% | -42.7% |
| 1Y | -45.1% | -13.1% | -32.0% | -43.0% |
| 3Y | -26.9% | +21.2% | -48.1% | -43.1% |
| 5Y | -40.0% | +32.0% | -72.0% | -57.2% |
| All | -40.0% | +30.6% | -70.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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