-12.1%
INTU vs MTZ
-54.4%
+42.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +2.0% |
| 7D | -3.9% | +12.9% | -16.8% | -0.1% |
| 30D | +12.0% | -8.5% | +20.5% | +10.0% |
| 3M | +2.3% | -30.6% | +32.9% | -8.2% |
| 6M | -12.1% | -55.1% | +43.0% | -40.8% |
| All | -12.1% | -54.4% | +42.3% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling