+18.0%
MLM vs ITUB
+81.5%
-63.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.1% |
| 7D | -5.8% | +3.7% | -9.5% | -6.4% |
| 30D | +9.8% | -24.9% | +34.8% | +14.4% |
| 3M | -5.2% | +0.8% | -6.0% | -6.8% |
| 6M | -10.3% | -6.6% | -3.7% | -10.8% |
| YTD | -15.5% | +7.8% | -23.3% | -18.1% |
| 1Y | -15.0% | +7.4% | -22.4% | -17.8% |
| All | +18.0% | +81.5% | -63.5% | +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