+339.3%
MDLZ vs ITUB
+1,920.1%
-1,580.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.7% | +8.7% | -10.4% | -2.9% |
| 30D | -2.1% | -0.7% | -1.4% | -2.1% |
| 3M | +1.3% | +7.8% | -6.5% | 0.0% |
| 6M | +6.2% | -3.4% | +9.6% | +6.2% |
| YTD | +15.8% | +16.3% | -0.5% | +12.6% |
| 1Y | +4.1% | +29.8% | -25.7% | -0.5% |
| 3Y | -4.1% | +111.1% | -115.2% | -15.4% |
| 5Y | +13.4% | +173.6% | -160.2% | -5.6% |
| 10Y | +75.7% | +193.2% | -117.5% | +38.0% |
| All | +339.3% | +1,920.1% | -1,580.8% | +173.0% |
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 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