-41.5%
INTU vs MXL
+209.6%
-251.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.8% |
| 7D | -8.5% | +19.0% | -27.4% | -9.0% |
| 30D | -6.1% | +4.5% | -10.6% | -6.5% |
| 3M | +7.3% | -1.5% | +8.9% | +5.1% |
| 6M | -33.2% | +348.6% | -381.8% | -45.8% |
| YTD | -52.2% | +310.3% | -362.4% | -61.0% |
| 1Y | -52.7% | +344.7% | -397.4% | -62.1% |
| All | -41.5% | +209.6% | -251.0% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling