-42.6%
INTU vs UMC
+145.1%
-187.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.4% |
| 7D | -8.5% | +13.6% | -22.1% | -11.1% |
| 30D | -6.1% | +20.8% | -26.9% | -10.3% |
| 3M | +7.3% | +16.1% | -8.8% | -1.4% |
| 6M | -33.2% | +137.3% | -170.5% | -53.8% |
| YTD | -52.2% | +193.8% | -245.9% | -71.0% |
| 1Y | -52.7% | +236.1% | -288.8% | -73.2% |
| 3Y | -41.6% | +267.1% | -308.7% | -70.3% |
| 5Y | -42.6% | +145.3% | -187.9% | -65.7% |
| All | -42.6% | +145.1% | -187.7% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 5y: compounded portfolio wealth divided by compounded UMC 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…
5y analysis · Full analysis span regression · 6 months rolling