+1,703.4%
MCD vs ITUB
+1,920.1%
-216.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.4% |
| 7D | -2.8% | +8.7% | -11.5% | -4.0% |
| 30D | -6.0% | -0.7% | -5.3% | -6.0% |
| 3M | -5.6% | +7.8% | -13.4% | -6.8% |
| 6M | -21.9% | -3.4% | -18.4% | -21.8% |
| YTD | -14.7% | +16.3% | -31.0% | -17.1% |
| 1Y | -17.3% | +29.8% | -47.1% | -21.1% |
| 3Y | -2.2% | +111.1% | -113.2% | -14.1% |
| 5Y | +20.3% | +173.6% | -153.3% | -0.6% |
| 10Y | +180.7% | +193.2% | -12.5% | +117.2% |
| All | +1,703.4% | +1,920.1% | -216.7% | +883.8% |
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