-54.4%
INTU vs MULL
+2,620.5%
-2,674.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.5% |
| 7D | -8.5% | +14.8% | -23.2% | -8.4% |
| 30D | -6.1% | +36.6% | -42.7% | -6.0% |
| 3M | +7.3% | -8.9% | +16.2% | +6.9% |
| 6M | -33.2% | +311.9% | -345.2% | -38.9% |
| YTD | -52.2% | +579.8% | -632.0% | -58.8% |
| 1Y | -52.7% | +2,421.5% | -2,474.2% | -65.4% |
| All | -54.4% | +2,620.5% | -2,674.9% | -70.0% |
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