-51.8%
INTU vs MXL
+329.6%
-381.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | -0.5% |
| 7D | -9.2% | +16.6% | -25.8% | -8.6% |
| 30D | -7.0% | +0.5% | -7.5% | -6.9% |
| 3M | +10.5% | -3.6% | +14.2% | +9.5% |
| 6M | -30.6% | +328.0% | -358.6% | -35.6% |
| YTD | -52.3% | +297.8% | -350.2% | -56.1% |
| 1Y | -51.8% | +339.4% | -391.2% | -56.9% |
| All | -51.8% | +329.6% | -381.4% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling