+9.8%
ITUB vs MTCH
+27.4%
-17.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.4% | -1.2% | +2.4% |
| 7D | -1.6% | -4.4% | +2.8% | -0.9% |
| 30D | -26.6% | -0.3% | -26.3% | -26.3% |
| 3M | -11.1% | -2.0% | -9.1% | -10.4% |
| 6M | -13.1% | +6.4% | -19.5% | -14.0% |
| YTD | +3.9% | +27.3% | -23.5% | +0.2% |
| 1Y | +9.8% | +30.3% | -20.6% | +4.5% |
| All | +9.8% | +27.4% | -17.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling