+165.3%
MMM vs ITUB
+77.6%
+87.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | +7.0% | +4.9% | +2.1% | +6.1% |
| 30D | +18.4% | -27.2% | +45.6% | +24.2% |
| 3M | +4.5% | -6.1% | +10.6% | +3.8% |
| 6M | +33.4% | -10.7% | +44.1% | +33.7% |
| YTD | +20.0% | +5.5% | +14.4% | +15.6% |
| 1Y | +15.0% | +7.8% | +7.2% | +10.1% |
| All | +165.3% | +77.6% | +87.7% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling