+206.2%
MLM vs ITUB
+188.9%
+17.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -2.9% | +8.7% | -11.6% | -5.0% |
| 30D | -6.8% | -0.7% | -6.1% | -6.8% |
| 3M | -11.2% | +7.8% | -19.0% | -13.2% |
| 6M | -21.8% | -3.4% | -18.4% | -21.5% |
| YTD | -17.0% | +16.3% | -33.3% | -20.6% |
| 1Y | -16.4% | +29.8% | -46.2% | -22.4% |
| 3Y | +14.5% | +111.1% | -96.6% | -7.8% |
| 5Y | +41.7% | +173.6% | -131.8% | +3.2% |
| All | +206.2% | +188.9% | +17.3% | +104.4% |
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