+10.1%
MMM vs ITUB
+8.3%
+1.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.3% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | +12.1% | -22.2% | +34.3% | +14.8% |
| 3M | +1.4% | +2.7% | -1.3% | -1.4% |
| 6M | +26.6% | -3.0% | +29.5% | +23.8% |
| YTD | +16.8% | +7.5% | +9.3% | +12.6% |
| 1Y | +10.1% | +10.5% | -0.4% | +5.7% |
| All | +10.1% | +8.3% | +1.8% | +5.7% |
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 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