+210.4%
MGY vs ITUB
+169.6%
+40.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +3.5% | +2.2% | +1.3% | +2.6% |
| 30D | +5.3% | +12.6% | -7.3% | +0.2% |
| 3M | +2.6% | +6.4% | -3.8% | -0.6% |
| 6M | -3.3% | +0.6% | -3.9% | -5.6% |
| YTD | +29.2% | +18.8% | +10.4% | +16.8% |
| 1Y | +18.0% | +31.0% | -13.0% | +1.8% |
| 3Y | +30.0% | +118.1% | -88.1% | -13.3% |
| 5Y | +92.7% | +193.0% | -100.4% | +5.7% |
| All | +210.4% | +169.6% | +40.8% | +75.9% |
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