+51.2%
MMM vs ITUB
+219.0%
-167.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -1.5% |
| 7D | -3.2% | +1.0% | -4.2% | -3.4% |
| 30D | -10.7% | +10.7% | -21.4% | -12.6% |
| 3M | +4.3% | +10.1% | -5.8% | +2.0% |
| 6M | +5.9% | -0.1% | +6.0% | +5.5% |
| YTD | +3.2% | +18.4% | -15.3% | -1.0% |
| 1Y | +8.0% | +31.3% | -23.3% | +1.3% |
| 3Y | +99.1% | +124.6% | -25.5% | +65.7% |
| 5Y | +25.7% | +192.0% | -166.2% | -3.3% |
| All | +51.2% | +219.0% | -167.8% | +11.7% |
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