+9,563.0%
INTU vs MLM
+2,961.7%
+6,601.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.8% |
| 7D | -7.1% | -2.9% | -4.2% | -6.2% |
| 30D | +1.5% | -6.8% | +8.3% | +3.8% |
| 3M | +10.7% | -11.2% | +21.9% | +14.6% |
| 6M | -23.8% | -21.8% | -2.0% | -18.3% |
| YTD | -49.3% | -17.0% | -32.3% | -46.9% |
| 1Y | -49.7% | -16.4% | -33.3% | -47.5% |
| 3Y | -38.0% | +14.5% | -52.5% | -42.5% |
| 5Y | -38.7% | +41.7% | -80.5% | -46.8% |
| 10Y | +221.3% | +200.0% | +21.3% | +106.3% |
| All | +9,563.0% | +2,961.7% | +6,601.3% | +2,429.8% |
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