-74.1%
MARA vs ITUB
+220.1%
-294.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.5% | +4.6% |
| 7D | +5.9% | +2.2% | +3.7% | +4.4% |
| 30D | +24.3% | +12.6% | +11.7% | +15.5% |
| 3M | -12.0% | +6.4% | -18.4% | -15.0% |
| 6M | +40.1% | +0.6% | +39.5% | +39.4% |
| YTD | +33.4% | +18.8% | +14.6% | +20.0% |
| 1Y | -23.7% | +31.0% | -54.8% | -35.4% |
| 3Y | +19.0% | +118.1% | -99.1% | -25.6% |
| 5Y | -66.5% | +193.0% | -259.5% | -82.6% |
| All | -74.1% | +220.1% | -294.2% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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