+76.3%
MMM vs ITUB
+175.8%
-99.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.4% |
| 7D | -0.4% | +1.9% | -2.3% | -0.8% |
| 30D | +12.1% | -22.2% | +34.3% | +17.1% |
| 3M | +1.4% | +2.7% | -1.3% | -0.4% |
| 6M | +26.6% | -3.0% | +29.5% | +25.4% |
| YTD | +16.8% | +7.5% | +9.3% | +13.0% |
| 1Y | +10.1% | +10.5% | -0.4% | +5.8% |
| 3Y | +158.4% | +81.0% | +77.4% | +121.7% |
| 5Y | +43.1% | +181.8% | -138.7% | +9.3% |
| All | +76.3% | +175.8% | -99.5% | +37.9% |
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