+85.1%
MET vs ITUB
+185.6%
-100.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.5% |
| 7D | -2.5% | +1.0% | -3.4% | -2.7% |
| 30D | 0.0% | +10.7% | -10.7% | -2.6% |
| 3M | +13.1% | +10.1% | +3.0% | +10.0% |
| 6M | +39.0% | -0.1% | +39.1% | +38.4% |
| YTD | +25.2% | +18.4% | +6.8% | +19.1% |
| 1Y | +25.6% | +31.3% | -5.6% | +16.1% |
| 3Y | +67.1% | +124.6% | -57.5% | +31.8% |
| 5Y | +85.1% | +192.0% | -106.9% | +27.3% |
| All | +85.1% | +185.6% | -100.5% | +27.3% |
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