+1,055.8%
MCHP vs ITUB
+1,902.7%
-846.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -9.8% | +2.6% | -12.3% | -10.6% |
| 3M | -19.7% | +8.4% | -28.1% | -21.8% |
| 6M | +13.6% | -0.5% | +14.1% | +13.1% |
| YTD | +16.5% | +15.3% | +1.3% | +11.0% |
| 1Y | +15.7% | +28.7% | -13.0% | +6.5% |
| 3Y | 0.0% | +118.7% | -118.7% | -21.8% |
| 5Y | +4.4% | +182.7% | -178.3% | -26.9% |
| 10Y | +201.4% | +207.6% | -6.2% | +94.0% |
| All | +1,055.8% | +1,902.7% | -846.9% | +271.3% |
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