+525.3%
MET vs ITUB
+1,959.7%
-1,434.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.9% |
| 7D | +1.1% | +8.2% | -7.1% | -2.0% |
| 30D | -2.3% | +4.7% | -7.0% | -4.3% |
| 3M | +13.9% | +13.0% | +0.9% | +8.0% |
| 6M | +34.8% | +4.2% | +30.6% | +31.5% |
| YTD | +23.5% | +18.6% | +5.0% | +14.0% |
| 1Y | +23.4% | +31.3% | -7.9% | +8.8% |
| 3Y | +64.9% | +124.9% | -60.0% | +14.0% |
| 5Y | +82.0% | +195.6% | -113.6% | +7.2% |
| 10Y | +244.4% | +196.4% | +48.0% | +78.1% |
| All | +525.3% | +1,959.7% | -1,434.4% | +118.3% |
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 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