+208.2%
ITUB vs MTCH
+208.0%
+0.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +12.6% | +15.9% | -3.3% | +10.0% |
| 3M | +6.4% | +23.3% | -16.9% | +2.6% |
| 6M | +0.6% | +40.1% | -39.5% | -5.0% |
| YTD | +18.8% | +33.6% | -14.7% | +12.9% |
| 1Y | +31.0% | +14.1% | +16.9% | +27.4% |
| 3Y | +118.1% | +1.4% | +116.7% | +111.5% |
| 5Y | +193.0% | -73.1% | +266.2% | +245.6% |
| All | +208.2% | +208.0% | +0.2% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling