+22.6%
MCD vs INTU
-41.2%
+63.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +8.0% | +7.1% | +0.9% | +7.2% |
| 30D | +19.6% | +23.0% | -3.4% | +17.0% |
| 3M | +2.2% | +8.7% | -6.5% | +1.1% |
| 6M | -1.1% | -10.1% | +9.0% | -1.0% |
| YTD | -7.2% | -45.7% | +38.4% | -1.5% |
| 1Y | -6.7% | -45.1% | +38.4% | -1.2% |
| 3Y | +11.6% | -26.9% | +38.5% | +12.0% |
| 5Y | +22.6% | -40.0% | +62.6% | +23.0% |
| All | +22.6% | -41.2% | +63.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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