+30.7%
MCO vs ITUB
+186.2%
-155.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.8% | +2.2% | -6.0% | -4.2% |
| 30D | -0.4% | +12.6% | -13.0% | -2.5% |
| 3M | +7.7% | +6.4% | +1.3% | +6.3% |
| 6M | +7.0% | +0.6% | +6.4% | +6.4% |
| YTD | -6.4% | +18.8% | -25.3% | -10.1% |
| 1Y | -7.6% | +31.0% | -38.6% | -13.2% |
| 3Y | +43.2% | +118.1% | -74.8% | +21.2% |
| All | +30.7% | +186.2% | -155.4% | +5.6% |
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