+49.7%
MMM vs ITUB
+175.9%
-126.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 6M | +33.4% | -10.7% | +44.1% | +34.1% |
| YTD | +20.0% | +5.5% | +14.4% | +16.6% |
| 1Y | +15.0% | +7.8% | +7.2% | +11.2% |
| 3Y | +165.0% | +75.0% | +90.0% | +132.9% |
| All | +49.7% | +175.9% | -126.2% | +20.0% |
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 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