-5.6%
MDB vs ITUB
+125.3%
-130.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.4% | -4.0% |
| 7D | -18.0% | +8.2% | -26.3% | -20.1% |
| 30D | -10.7% | +4.7% | -15.4% | -12.3% |
| 3M | +1.0% | +13.0% | -12.0% | -4.2% |
| 6M | +31.6% | +4.2% | +27.5% | +27.4% |
| YTD | -15.2% | +18.6% | -33.7% | -21.6% |
| 1Y | +10.1% | +31.3% | -21.1% | -3.0% |
| 3Y | -5.6% | +124.9% | -130.5% | -39.7% |
| All | -5.6% | +125.3% | -130.9% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling