+1,025.0%
INTU vs MXL
+228.5%
+796.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -4.1% | +33.1% | -37.2% | -8.0% |
| 30D | +12.8% | -33.5% | +46.3% | +17.1% |
| 3M | +2.1% | -20.7% | +22.8% | +1.4% |
| 6M | -11.5% | -35.9% | +24.4% | -13.6% |
| YTD | -47.9% | +238.3% | -286.2% | -65.3% |
| 1Y | -47.7% | +296.2% | -343.9% | -66.4% |
| 3Y | -34.0% | +254.1% | -288.1% | -61.4% |
| 5Y | -43.5% | -14.1% | -29.4% | -57.2% |
| 10Y | +231.1% | +178.1% | +53.0% | +82.9% |
| All | +1,025.0% | +228.5% | +796.6% | +451.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling