+235.2%
INTU vs MTZ
+427.4%
-192.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.3% |
| 7D | -4.1% | +16.5% | -20.6% | -7.0% |
| 30D | +12.8% | -10.2% | +23.0% | +14.1% |
| 3M | +2.1% | -34.2% | +36.3% | +8.9% |
| 6M | -11.5% | -56.0% | +44.5% | +0.2% |
| YTD | -47.9% | -14.8% | -33.1% | -50.7% |
| 1Y | -47.7% | -7.2% | -40.4% | -51.6% |
| 3Y | -34.0% | +275.8% | -309.7% | -59.4% |
| 5Y | -43.5% | +93.5% | -137.0% | -60.0% |
| All | +235.2% | +427.4% | -192.1% | +76.5% |
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