-41.7%
INTU vs MTB
+102.5%
-144.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -4.0% |
| 7D | -7.5% | +2.8% | -10.3% | -8.2% |
| 30D | -1.9% | -4.2% | +2.2% | -0.9% |
| 3M | +4.9% | +7.8% | -2.9% | +2.6% |
| 6M | -33.2% | +14.8% | -48.0% | -36.2% |
| YTD | -51.4% | +20.8% | -72.2% | -54.4% |
| 1Y | -52.0% | +23.1% | -75.1% | -55.3% |
| 3Y | -40.7% | +114.8% | -155.5% | -54.7% |
| 5Y | -41.7% | +103.3% | -145.0% | -51.7% |
| All | -41.7% | +102.5% | -144.2% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling