+653.4%
INTU vs MPC
+2,977.1%
-2,323.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -7.1% | +5.4% | -12.5% | -8.3% |
| 30D | +1.5% | +31.0% | -29.5% | -4.9% |
| 3M | +10.7% | +46.0% | -35.4% | +0.8% |
| 6M | -23.8% | +77.3% | -101.2% | -33.8% |
| YTD | -49.3% | +141.9% | -191.2% | -59.2% |
| 1Y | -49.7% | +120.9% | -170.6% | -58.7% |
| 3Y | -38.0% | +182.7% | -220.7% | -53.4% |
| 5Y | -38.7% | +646.4% | -685.2% | -64.8% |
| 10Y | +221.3% | +1,138.7% | -917.4% | +46.5% |
| All | +653.4% | +2,977.1% | -2,323.7% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling