-1.5%
MCD vs ITUB
+125.3%
-126.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.1% |
| 7D | -2.0% | +8.2% | -10.3% | -2.7% |
| 30D | -6.1% | +4.7% | -10.8% | -6.5% |
| 3M | -7.3% | +13.0% | -20.3% | -8.4% |
| 6M | -20.9% | +4.2% | -25.1% | -21.4% |
| YTD | -14.7% | +18.6% | -33.2% | -16.5% |
| 1Y | -16.1% | +31.3% | -47.4% | -19.0% |
| 3Y | -1.5% | +124.9% | -126.4% | -13.5% |
| All | -1.5% | +125.3% | -126.8% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling