-42.6%
INTU vs MTZ
+162.0%
-204.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.2% |
| 7D | -8.5% | +2.3% | -10.7% | -8.8% |
| 30D | -6.1% | -10.3% | +4.2% | -4.8% |
| 3M | +7.3% | -31.8% | +39.2% | +11.9% |
| 6M | -33.2% | -19.2% | -14.0% | -34.5% |
| YTD | -52.2% | +10.7% | -62.9% | -57.4% |
| 1Y | -52.7% | +37.5% | -90.2% | -60.9% |
| 3Y | -41.6% | +162.4% | -204.0% | -62.3% |
| 5Y | -42.6% | +166.3% | -209.0% | -64.5% |
| All | -42.6% | +162.0% | -204.7% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling