+14,280.4%
INTU vs MTZ
+17,689.3%
-3,408.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.7% |
| 7D | -7.1% | -1.6% | -5.5% | -6.9% |
| 30D | +1.5% | -11.1% | +12.5% | +3.0% |
| 3M | +10.7% | -36.7% | +47.4% | +16.6% |
| 6M | -23.8% | -21.9% | -1.9% | -23.1% |
| YTD | -49.3% | +9.1% | -58.4% | -51.7% |
| 1Y | -49.7% | +30.0% | -79.6% | -53.6% |
| 3Y | -38.0% | +138.5% | -176.5% | -49.4% |
| 5Y | -38.7% | +158.3% | -197.1% | -51.2% |
| 10Y | +221.3% | +700.8% | -479.4% | +105.1% |
| All | +14,280.4% | +17,689.3% | -3,408.8% | +5,482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling