-50.0%
INTU vs MULL
+1,351.1%
-1,401.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +24.0% | -23.4% | +1.0% |
| 7D | -3.9% | -2.5% | -1.4% | -3.8% |
| 30D | +12.0% | -40.1% | +52.1% | +11.6% |
| 3M | +2.3% | -28.2% | +30.5% | +2.1% |
| 6M | -12.1% | -39.6% | +27.5% | -13.4% |
| YTD | -47.5% | +262.6% | -310.2% | -54.9% |
| 1Y | -46.9% | +366.2% | -413.1% | -55.9% |
| All | -50.0% | +1,351.1% | -1,401.1% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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