+26.1%
MMM vs ITUB
+186.4%
-160.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.4% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -9.3% | +2.6% | -11.9% | -9.8% |
| 3M | +5.6% | +8.4% | -2.8% | +3.7% |
| 6M | +9.5% | -0.5% | +10.0% | +9.2% |
| YTD | +4.1% | +15.3% | -11.1% | +0.9% |
| 1Y | +9.4% | +28.7% | -19.3% | +3.7% |
| 3Y | +101.0% | +118.7% | -17.7% | +72.7% |
| 5Y | +26.1% | +182.7% | -156.6% | +2.7% |
| All | +26.1% | +186.4% | -160.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling