-23.8%
INTU vs MTB
+10.5%
-34.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -7.1% | +1.7% | -8.8% | -6.4% |
| 30D | +1.5% | -4.2% | +5.6% | -0.5% |
| 3M | +10.7% | +8.9% | +1.8% | +19.1% |
| 6M | -23.8% | +10.9% | -34.7% | -14.4% |
| All | -23.8% | +10.5% | -34.3% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling