-18.2%
MDT vs ITUB
+186.2%
-204.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.4% | +2.2% | -5.6% | -3.7% |
| 30D | +0.2% | +12.6% | -12.4% | -1.3% |
| 3M | +14.3% | +6.4% | +7.8% | +13.1% |
| 6M | +4.0% | +0.6% | +3.4% | +3.6% |
| YTD | -3.7% | +18.8% | -22.5% | -6.4% |
| 1Y | -0.4% | +31.0% | -31.4% | -4.6% |
| 3Y | +23.3% | +118.1% | -94.8% | +9.4% |
| All | -18.2% | +186.2% | -204.3% | -31.7% |
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