+638.7%
MMM vs ITUB
+1,733.1%
-1,094.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | +7.0% | +4.9% | +2.1% | +6.0% |
| 30D | +18.4% | -27.2% | +45.6% | +25.5% |
| 3M | +4.5% | -6.1% | +10.6% | +4.6% |
| 6M | +33.4% | -10.7% | +44.1% | +34.6% |
| YTD | +20.0% | +5.5% | +14.4% | +16.7% |
| 1Y | +15.0% | +7.8% | +7.2% | +11.2% |
| 3Y | +165.0% | +75.0% | +90.0% | +129.8% |
| 5Y | +47.9% | +178.6% | -130.6% | +13.9% |
| 10Y | +79.6% | +162.9% | -83.2% | +30.4% |
| All | +638.7% | +1,733.1% | -1,094.4% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling