-32.5%
INTU vs MPC
+187.3%
-219.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -1.5% |
| 7D | -3.9% | -9.4% | +5.5% | -2.8% |
| 30D | +11.7% | -14.3% | +26.0% | +13.8% |
| 3M | +4.5% | +31.1% | -26.6% | +0.1% |
| 6M | -13.9% | +60.3% | -74.1% | -19.7% |
| YTD | -48.2% | +142.5% | -190.7% | -54.0% |
| 1Y | -47.1% | +104.6% | -151.7% | -51.9% |
| 3Y | -32.5% | +191.7% | -224.2% | -43.6% |
| All | -32.5% | +187.3% | -219.7% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling