-40.7%
INTU vs MTB
+118.5%
-159.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.0% |
| 7D | -7.5% | +2.8% | -10.3% | -8.1% |
| 30D | -1.9% | -4.2% | +2.2% | -1.1% |
| 3M | +4.9% | +7.8% | -2.9% | +3.1% |
| 6M | -33.2% | +14.8% | -48.0% | -35.7% |
| YTD | -51.4% | +20.8% | -72.2% | -54.0% |
| 1Y | -52.0% | +23.1% | -75.1% | -54.9% |
| 3Y | -40.7% | +114.8% | -155.5% | -53.8% |
| All | -40.7% | +118.5% | -159.2% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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