+118.1%
ITUB vs MDY
+48.5%
+69.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | +2.2% | -1.9% | +4.1% | +3.3% |
| 30D | +12.6% | -4.6% | +17.3% | +15.8% |
| 3M | +6.4% | -1.2% | +7.6% | +7.0% |
| 6M | +0.6% | +9.2% | -8.6% | -4.5% |
| YTD | +18.8% | +13.1% | +5.8% | +11.2% |
| 1Y | +31.0% | +13.0% | +18.0% | +22.4% |
| 3Y | +118.1% | +49.2% | +68.9% | +73.2% |
| All | +118.1% | +48.5% | +69.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling