+15.6%
MDLZ vs ITUB
+181.4%
-165.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | 0.0% | +8.2% | -8.2% | -0.6% |
| 30D | -1.6% | +4.7% | -6.3% | -2.0% |
| 3M | +0.9% | +13.0% | -12.1% | -0.4% |
| 6M | +7.3% | +4.2% | +3.2% | +6.6% |
| YTD | +16.4% | +18.6% | -2.1% | +13.9% |
| 1Y | +3.0% | +31.3% | -28.3% | -0.3% |
| 3Y | -3.7% | +124.9% | -128.6% | -12.4% |
| 5Y | +15.6% | +195.6% | -180.0% | +0.5% |
| All | +15.6% | +181.4% | -165.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling