+959.5%
MDB vs ITUB
+87.8%
+871.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.0% |
| 7D | +11.6% | +1.1% | +10.5% | +11.3% |
| 30D | -8.9% | -25.4% | +16.5% | -3.3% |
| 3M | -22.4% | -0.3% | -22.1% | -23.7% |
| 6M | +10.1% | -8.0% | +18.0% | +9.8% |
| YTD | -19.0% | +5.2% | -24.3% | -22.1% |
| 1Y | -7.0% | +7.4% | -14.4% | -11.1% |
| 3Y | -9.8% | +74.5% | -84.4% | -24.0% |
| 5Y | -40.1% | +175.8% | -215.9% | -54.8% |
| All | +959.5% | +87.8% | +871.7% | +728.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling