+24.4%
MET vs ITUB
+31.4%
-7.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -0.5% | +2.2% | -2.7% | -1.0% |
| 30D | +0.5% | +12.6% | -12.1% | -2.2% |
| 3M | +11.6% | +6.4% | +5.2% | +9.7% |
| 6M | +40.8% | +0.6% | +40.2% | +39.4% |
| YTD | +25.7% | +18.8% | +6.8% | +23.0% |
| 1Y | +24.4% | +31.0% | -6.6% | +19.8% |
| All | +24.4% | +31.4% | -7.0% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling