-16.8%
MCD vs ITUB
+28.5%
-45.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -6.7% | +2.6% | -9.3% | -6.8% |
| 3M | -9.6% | +8.4% | -18.0% | -10.0% |
| 6M | -22.3% | -0.5% | -21.8% | -22.3% |
| YTD | -15.4% | +15.3% | -30.7% | -16.5% |
| 1Y | -16.8% | +28.7% | -45.5% | -18.5% |
| All | -16.8% | +28.5% | -45.3% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling