-38.4%
INTU vs MPC
+645.9%
-684.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -7.1% | +5.4% | -12.5% | -8.0% |
| 30D | +1.5% | +31.0% | -29.5% | -3.3% |
| 3M | +10.7% | +46.0% | -35.4% | +3.3% |
| 6M | -23.8% | +77.3% | -101.2% | -31.1% |
| YTD | -49.3% | +141.9% | -191.2% | -56.6% |
| 1Y | -49.7% | +120.9% | -170.6% | -56.3% |
| 3Y | -38.0% | +182.7% | -220.7% | -50.2% |
| All | -38.4% | +645.9% | -684.4% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling