+145.5%
MLM vs ITUB
+176.3%
-30.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.3% |
| 7D | -5.8% | +3.7% | -9.5% | -6.7% |
| 30D | +9.8% | -24.9% | +34.8% | +17.0% |
| 3M | -5.2% | +0.8% | -6.0% | -6.8% |
| 6M | -10.3% | -6.6% | -3.7% | -10.4% |
| YTD | -15.5% | +7.8% | -23.3% | -19.0% |
| 1Y | -15.0% | +7.4% | -22.4% | -18.6% |
| 3Y | +17.5% | +78.8% | -61.3% | -3.3% |
| 5Y | +30.5% | +179.9% | -149.3% | -7.8% |
| 10Y | +145.5% | +170.9% | -25.4% | +69.2% |
| All | +145.5% | +176.3% | -30.7% | +69.2% |
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 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