+3.0%
MCHP vs ITUB
+186.2%
-183.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | 0.0% | +2.2% | -2.2% | -0.6% |
| 30D | -6.0% | +12.6% | -18.6% | -9.3% |
| 3M | -19.7% | +6.4% | -26.1% | -21.4% |
| 6M | +14.0% | +0.6% | +13.4% | +13.0% |
| YTD | +18.4% | +18.8% | -0.4% | +11.7% |
| 1Y | +17.1% | +31.0% | -13.9% | +7.3% |
| 3Y | +0.7% | +118.1% | -117.4% | -18.9% |
| All | +3.0% | +186.2% | -183.2% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling