+230.3%
MDT vs ITUB
+1,959.7%
-1,729.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.2% |
| 7D | +0.4% | +8.2% | -7.9% | -1.0% |
| 30D | +6.0% | +4.7% | +1.3% | +5.1% |
| 3M | +15.5% | +13.0% | +2.5% | +12.9% |
| 6M | +3.4% | +4.2% | -0.8% | +2.2% |
| YTD | -2.2% | +18.6% | -20.7% | -5.6% |
| 1Y | +2.6% | +31.3% | -28.7% | -2.9% |
| 3Y | +27.5% | +124.9% | -97.4% | +9.0% |
| 5Y | -20.1% | +195.6% | -215.7% | -36.2% |
| 10Y | +39.1% | +196.4% | -157.3% | +5.0% |
| All | +230.3% | +1,959.7% | -1,729.4% | +94.0% |
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