+3.8%
MDLZ vs ITUB
+31.7%
-27.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.1% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | +1.1% | +10.7% | -9.6% | +1.0% |
| 3M | -1.8% | +10.1% | -11.9% | -2.5% |
| 6M | +12.3% | -0.1% | +12.4% | +11.9% |
| YTD | +18.0% | +18.4% | -0.4% | +14.7% |
| 1Y | +3.8% | +31.3% | -27.5% | +1.2% |
| All | +3.8% | +31.7% | -27.8% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling