+1,890.1%
MCD vs ITUB
+1,733.1%
+157.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +7.3% | +4.9% | +2.4% | +6.6% |
| 30D | +20.0% | -27.2% | +47.2% | +25.0% |
| 3M | +3.8% | -6.1% | +9.9% | +3.9% |
| 6M | +3.8% | -10.7% | +14.4% | +4.4% |
| YTD | -5.9% | +5.5% | -11.4% | -8.0% |
| 1Y | -3.2% | +7.8% | -11.1% | -5.8% |
| 3Y | +13.3% | +75.0% | -61.7% | +1.5% |
| 5Y | +25.2% | +178.6% | -153.3% | +2.6% |
| 10Y | +213.3% | +162.9% | +50.5% | +145.1% |
| All | +1,890.1% | +1,733.1% | +157.0% | +992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling