+236.7%
INTU vs MPC
+1,171.2%
-934.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +0.1% | +11.2% | -11.2% | -2.4% |
| 30D | +10.1% | -14.5% | +24.6% | +13.7% |
| 3M | -4.2% | +16.7% | -20.9% | -8.1% |
| 6M | -7.2% | +67.6% | -74.8% | -18.2% |
| YTD | -47.7% | +157.9% | -205.6% | -58.6% |
| 1Y | -46.7% | +116.7% | -163.4% | -56.1% |
| 3Y | -34.1% | +199.8% | -233.8% | -51.1% |
| 5Y | -43.3% | +604.4% | -647.7% | -66.9% |
| All | +236.7% | +1,171.2% | -934.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling