+243.8%
MET vs ITUB
+220.1%
+23.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.5% | +2.2% | -2.7% | -1.2% |
| 30D | +0.5% | +12.6% | -12.1% | -3.4% |
| 3M | +11.6% | +6.4% | +5.2% | +9.0% |
| 6M | +40.8% | +0.6% | +40.2% | +39.6% |
| YTD | +25.7% | +18.8% | +6.8% | +17.5% |
| 1Y | +24.4% | +31.0% | -6.6% | +12.1% |
| 3Y | +67.5% | +118.1% | -50.6% | +24.3% |
| 5Y | +85.8% | +193.0% | -107.2% | +18.9% |
| All | +243.8% | +220.1% | +23.7% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling