+217.8%
INTU vs MTZ
+773.6%
-555.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.1% |
| 7D | -3.3% | +1.4% | -4.7% | -3.6% |
| 30D | -3.9% | -14.5% | +10.6% | -1.3% |
| 3M | +16.6% | -32.9% | +49.6% | +23.2% |
| 6M | -26.4% | -20.8% | -5.6% | -26.4% |
| YTD | -51.0% | +10.6% | -61.6% | -55.3% |
| 1Y | -50.8% | +27.1% | -77.8% | -56.9% |
| 3Y | -40.1% | +166.1% | -206.2% | -58.5% |
| 5Y | -41.2% | +170.7% | -211.9% | -60.5% |
| All | +217.8% | +773.6% | -555.8% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling