+5.4%
MMM vs ITUB
+31.4%
-26.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.1% | +2.2% | -4.3% | -2.5% |
| 30D | -9.8% | +12.6% | -22.5% | -12.0% |
| 3M | +4.9% | +6.4% | -1.5% | +3.2% |
| 6M | +7.3% | +0.6% | +6.7% | +6.9% |
| YTD | +4.5% | +18.8% | -14.4% | +1.3% |
| 1Y | +5.4% | +31.0% | -25.7% | -0.4% |
| All | +5.4% | +31.4% | -26.0% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling