-21.0%
MDLN vs ITUB
+23.9%
-44.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -5.3% |
| 7D | -11.5% | +1.0% | -12.5% | -11.6% |
| 30D | -7.6% | +10.7% | -18.3% | -9.4% |
| 3M | -11.4% | +10.1% | -21.4% | -14.1% |
| 6M | -24.5% | -0.1% | -24.3% | -24.9% |
| YTD | -22.9% | +18.4% | -41.3% | -18.2% |
| All | -21.0% | +23.9% | -44.9% | -14.3% |
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