+1,604.1%
MLM vs ITUB
+1,733.1%
-129.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | -4.1% | +3.7% | -7.8% | -5.1% |
| 30D | +8.2% | -24.1% | +32.3% | +15.8% |
| 3M | -3.6% | -9.6% | +6.0% | -2.4% |
| 6M | -15.6% | -11.5% | -4.0% | -14.3% |
| YTD | -16.4% | +5.5% | -21.9% | -19.7% |
| 1Y | -14.3% | +9.9% | -24.2% | -18.8% |
| 3Y | +19.3% | +84.8% | -65.5% | -4.7% |
| 5Y | +29.6% | +182.6% | -153.1% | -11.5% |
| 10Y | +189.9% | +141.7% | +48.2% | +86.6% |
| All | +1,604.1% | +1,733.1% | -129.0% | +596.6% |
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