+14,280.4%
INTU vs MTB
+3,479.4%
+10,801.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -7.1% | +1.7% | -8.8% | -7.7% |
| 30D | +1.5% | -4.2% | +5.6% | +2.9% |
| 3M | +10.7% | +8.9% | +1.8% | +7.2% |
| 6M | -23.8% | +10.9% | -34.7% | -27.2% |
| YTD | -49.3% | +21.5% | -70.8% | -53.2% |
| 1Y | -49.7% | +21.9% | -71.6% | -53.7% |
| 3Y | -38.0% | +109.2% | -147.3% | -54.1% |
| 5Y | -38.7% | +102.0% | -140.7% | -55.4% |
| 10Y | +221.3% | +171.9% | +49.4% | +90.6% |
| All | +14,280.4% | +3,479.4% | +10,801.0% | +3,194.5% |
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