+11.8%
MGY vs ITUB
+30.8%
-19.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.6% |
| 7D | +2.1% | +8.7% | -6.6% | +3.1% |
| 30D | +13.8% | -0.7% | +14.5% | +13.9% |
| 3M | -4.3% | +7.8% | -12.1% | -3.6% |
| 6M | -5.1% | -3.4% | -1.7% | -4.7% |
| YTD | +24.8% | +16.3% | +8.5% | +20.2% |
| 1Y | +11.8% | +29.8% | -18.0% | +3.2% |
| All | +11.8% | +30.8% | -19.0% | +3.2% |
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