-43.5%
INTU vs UMC
+82.2%
-125.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -4.1% | +17.8% | -21.9% | -7.0% |
| 30D | +12.8% | -29.6% | +42.5% | +19.7% |
| 3M | +2.1% | -18.4% | +20.5% | +4.0% |
| 6M | -11.5% | -0.1% | -11.3% | -20.9% |
| YTD | -47.9% | +104.0% | -152.0% | -66.7% |
| 1Y | -47.7% | +121.5% | -169.2% | -67.8% |
| 3Y | -34.0% | +135.0% | -169.0% | -62.9% |
| 5Y | -43.5% | +83.0% | -126.6% | -65.1% |
| All | -43.5% | +82.2% | -125.8% | -65.1% |
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