+1,029.4%
MDB vs ITUB
+112.1%
+917.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -1.8% | +2.2% | -4.0% | -2.3% |
| 30D | -17.3% | +12.6% | -29.9% | -19.9% |
| 3M | +2.2% | +6.4% | -4.2% | 0.0% |
| 6M | +33.9% | +0.6% | +33.3% | +32.2% |
| YTD | -13.7% | +18.8% | -32.5% | -18.2% |
| 1Y | +9.1% | +31.0% | -21.9% | +0.7% |
| 3Y | -8.1% | +118.1% | -126.2% | -25.5% |
| 5Y | -25.9% | +193.0% | -218.9% | -44.5% |
| All | +1,029.4% | +112.1% | +917.3% | +769.9% |
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