+995.2%
INTU vs MXL
+249.5%
+745.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -4.2% |
| 7D | -7.1% | +1.6% | -8.7% | -7.4% |
| 30D | +1.5% | -7.0% | +8.4% | +1.6% |
| 3M | +10.7% | -33.4% | +44.1% | +11.7% |
| 6M | -23.8% | +260.2% | -284.0% | -47.6% |
| YTD | -49.3% | +260.0% | -309.3% | -65.4% |
| 1Y | -49.7% | +303.5% | -353.1% | -66.8% |
| 3Y | -38.0% | +160.4% | -198.5% | -60.1% |
| 5Y | -38.7% | +14.7% | -53.4% | -54.6% |
| 10Y | +221.3% | +215.6% | +5.7% | +80.0% |
| All | +995.2% | +249.5% | +745.7% | +450.5% |
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