+208.2%
ITUB vs MDY
+177.2%
+31.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | +2.2% | -1.9% | +4.1% | +3.8% |
| 30D | +12.6% | -4.6% | +17.3% | +17.1% |
| 3M | +6.4% | -1.2% | +7.6% | +7.3% |
| 6M | +0.6% | +9.2% | -8.6% | -6.4% |
| YTD | +18.8% | +13.1% | +5.8% | +7.7% |
| 1Y | +31.0% | +13.0% | +18.0% | +18.5% |
| 3Y | +118.1% | +49.2% | +68.9% | +51.7% |
| 5Y | +193.0% | +47.2% | +145.8% | +100.7% |
| All | +208.2% | +177.2% | +31.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling