+81.8%
MDLZ vs ITUB
+219.0%
-137.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | +1.1% | +10.7% | -9.6% | -0.5% |
| 3M | -1.8% | +10.1% | -11.9% | -3.6% |
| 6M | +12.3% | -0.1% | +12.4% | +11.8% |
| YTD | +18.0% | +18.4% | -0.4% | +14.1% |
| 1Y | +3.8% | +31.3% | -27.5% | -1.5% |
| 3Y | -2.4% | +124.6% | -127.0% | -16.2% |
| 5Y | +18.4% | +192.0% | -173.6% | -5.3% |
| All | +81.8% | +219.0% | -137.2% | +36.0% |
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 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