+14,587.7%
INTU vs MTB
+3,224.1%
+11,363.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -1.8% |
| 7D | -3.9% | -0.8% | -3.2% | -3.7% |
| 30D | +11.7% | +2.4% | +9.3% | +10.8% |
| 3M | +4.5% | -10.5% | +15.0% | +8.6% |
| 6M | -13.9% | +6.4% | -20.3% | -16.1% |
| YTD | -48.2% | +12.8% | -61.0% | -50.9% |
| 1Y | -47.1% | +23.3% | -70.4% | -51.5% |
| 3Y | -32.5% | +108.2% | -140.7% | -49.8% |
| 5Y | -42.6% | +68.6% | -111.1% | -55.1% |
| 10Y | +235.3% | +125.3% | +110.0% | +113.7% |
| All | +14,587.7% | +3,224.1% | +11,363.6% | +3,355.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling