+3,125.9%
MCO vs ITUB
+1,957.3%
+1,168.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.3% |
| 7D | -7.3% | +1.0% | -8.3% | -7.6% |
| 30D | -1.7% | +10.7% | -12.4% | -4.7% |
| 3M | +3.9% | +10.1% | -6.1% | +0.6% |
| 6M | +3.8% | -0.1% | +3.9% | +3.0% |
| YTD | -7.9% | +18.4% | -26.3% | -13.5% |
| 1Y | -6.8% | +31.3% | -38.1% | -15.5% |
| 3Y | +40.9% | +124.6% | -83.7% | +7.5% |
| 5Y | +27.5% | +192.0% | -164.5% | -13.6% |
| 10Y | +381.4% | +216.0% | +165.4% | +184.6% |
| All | +3,125.9% | +1,957.3% | +1,168.6% | +1,366.1% |
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