+209.1%
INTU vs MXL
+284.4%
-75.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.1% |
| 7D | -9.2% | +16.6% | -25.8% | -11.4% |
| 30D | -7.0% | +0.5% | -7.5% | -8.0% |
| 3M | +10.5% | -3.6% | +14.2% | +4.7% |
| 6M | -30.6% | +328.0% | -358.6% | -56.0% |
| YTD | -52.3% | +297.8% | -350.2% | -69.7% |
| 1Y | -51.8% | +339.4% | -391.2% | -70.5% |
| 3Y | -41.8% | +201.7% | -243.6% | -66.1% |
| 5Y | -42.8% | +32.8% | -75.6% | -59.8% |
| All | +209.1% | +284.4% | -75.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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