+181.3%
MCD vs ITUB
+197.6%
-16.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -6.7% | +2.6% | -9.3% | -7.2% |
| 3M | -9.6% | +8.4% | -18.0% | -10.8% |
| 6M | -22.3% | -0.5% | -21.8% | -22.6% |
| YTD | -15.4% | +15.3% | -30.7% | -17.9% |
| 1Y | -16.8% | +28.7% | -45.5% | -20.7% |
| 3Y | -2.4% | +118.7% | -121.1% | -15.5% |
| 5Y | +19.4% | +182.7% | -163.3% | -3.5% |
| 10Y | +181.3% | +207.6% | -26.3% | +116.3% |
| All | +181.3% | +197.6% | -16.3% | +116.3% |
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