+1,049.8%
MDB vs ITUB
+107.5%
+942.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -17.4% | +8.7% | -26.1% | -19.3% |
| 30D | -2.0% | -0.7% | -1.3% | -2.2% |
| 3M | -3.0% | +7.8% | -10.8% | -5.4% |
| 6M | +48.7% | -3.4% | +52.1% | +48.2% |
| YTD | -12.1% | +16.3% | -28.4% | -16.2% |
| 1Y | +14.5% | +29.8% | -15.3% | +5.9% |
| 3Y | -6.1% | +111.1% | -117.2% | -23.3% |
| 5Y | -27.3% | +173.6% | -200.9% | -44.8% |
| All | +1,049.8% | +107.5% | +942.3% | +790.5% |
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