+1,880.2%
ITUB vs MTCH
+488.0%
+1,392.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +10.7% | +13.6% | -2.9% | +7.1% |
| 3M | +10.1% | +22.4% | -12.3% | +4.1% |
| 6M | -0.1% | +37.2% | -37.3% | -8.4% |
| YTD | +18.4% | +31.8% | -13.4% | +9.3% |
| 1Y | +31.3% | +12.9% | +18.4% | +25.8% |
| 3Y | +124.6% | -1.1% | +125.7% | +114.6% |
| 5Y | +192.0% | -73.5% | +265.5% | +274.3% |
| 10Y | +216.0% | +200.7% | +15.3% | +55.9% |
| All | +1,880.2% | +488.0% | +1,392.2% | +487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling