+10,254.2%
INTU vs MLM
+3,039.4%
+7,214.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +1.2% |
| 7D | +7.1% | -1.2% | +8.4% | +7.6% |
| 30D | +23.0% | +7.9% | +15.1% | +19.9% |
| 3M | +8.7% | -4.5% | +13.2% | +10.3% |
| 6M | -10.1% | -12.6% | +2.5% | -6.7% |
| YTD | -45.7% | -14.9% | -30.8% | -43.6% |
| 1Y | -45.1% | -13.1% | -32.0% | -43.4% |
| 3Y | -26.9% | +21.2% | -48.1% | -33.3% |
| 5Y | -40.0% | +32.0% | -72.0% | -46.6% |
| 10Y | +265.4% | +195.3% | +70.1% | +136.0% |
| All | +10,254.2% | +3,039.4% | +7,214.8% | +2,587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling