-20.7%
MDLN vs ITUB
+24.3%
-45.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -11.1% | +2.2% | -13.3% | -11.5% |
| 30D | -8.4% | +12.6% | -21.0% | -10.4% |
| 3M | -12.4% | +6.4% | -18.8% | -14.4% |
| 6M | -23.3% | +0.6% | -23.9% | -23.8% |
| YTD | -22.5% | +18.8% | -41.4% | -17.9% |
| All | -20.7% | +24.3% | -45.0% | -14.0% |
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