+1,882.6%
ITUB vs MDY
+902.9%
+979.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.7% |
| 7D | +8.2% | +1.0% | +7.2% | +7.0% |
| 30D | +4.7% | -3.1% | +7.8% | +8.5% |
| 3M | +13.0% | +1.8% | +11.2% | +10.3% |
| 6M | +4.2% | +10.8% | -6.6% | -7.5% |
| YTD | +18.6% | +14.4% | +4.1% | +1.5% |
| 1Y | +31.3% | +15.2% | +16.0% | +11.0% |
| 3Y | +124.9% | +51.2% | +73.7% | +31.5% |
| 5Y | +195.6% | +47.2% | +148.4% | +68.5% |
| 10Y | +196.4% | +171.1% | +25.3% | -26.7% |
| All | +1,882.6% | +902.9% | +979.8% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling