+18.5%
MLM vs ITUB
+116.5%
-98.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -2.9% | +8.7% | -11.6% | -4.6% |
| 30D | -6.8% | -0.7% | -6.1% | -6.8% |
| 3M | -11.2% | +7.8% | -19.0% | -13.0% |
| 6M | -21.8% | -3.4% | -18.4% | -21.7% |
| YTD | -17.0% | +16.3% | -33.3% | -19.8% |
| 1Y | -16.4% | +29.8% | -46.2% | -21.0% |
| All | +18.5% | +116.5% | -98.0% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling