+209.8%
MGY vs ITUB
+168.6%
+41.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.4% |
| 7D | +1.8% | +1.0% | +0.8% | +1.4% |
| 30D | +6.5% | +10.7% | -4.2% | +2.1% |
| 3M | +0.3% | +10.1% | -9.7% | -4.2% |
| 6M | -2.4% | -0.1% | -2.3% | -4.4% |
| YTD | +29.0% | +18.4% | +10.6% | +16.7% |
| 1Y | +17.0% | +31.3% | -14.2% | +0.8% |
| 3Y | +26.2% | +124.6% | -98.5% | -17.1% |
| 5Y | +92.3% | +192.0% | -99.6% | +5.7% |
| All | +209.8% | +168.6% | +41.2% | +75.8% |
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 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