+138.1%
ITUB vs MNDY
-53.2%
+191.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.6% |
| 7D | 0.0% | -14.1% | +14.1% | +0.7% |
| 30D | +2.6% | -8.5% | +11.1% | +2.9% |
| 3M | +8.4% | -2.5% | +11.0% | +8.2% |
| 6M | -0.5% | +0.1% | -0.6% | -1.2% |
| YTD | +15.3% | -45.0% | +60.3% | +18.1% |
| 1Y | +28.7% | -58.1% | +86.8% | +33.7% |
| 3Y | +118.7% | -52.6% | +171.3% | +122.2% |
| 5Y | +182.7% | -79.3% | +261.9% | +176.5% |
| All | +138.1% | -53.2% | +191.3% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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