+248.4%
MNST vs ITUB
+197.6%
+50.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -6.3% | +2.6% | -8.9% | -6.9% |
| 3M | -5.0% | +8.4% | -13.4% | -6.6% |
| 6M | +13.1% | -0.5% | +13.7% | +12.8% |
| YTD | +11.8% | +15.3% | -3.5% | +8.1% |
| 1Y | +35.2% | +28.7% | +6.5% | +27.7% |
| 3Y | +52.0% | +118.7% | -66.7% | +27.6% |
| 5Y | +77.9% | +182.7% | -104.8% | +37.5% |
| 10Y | +248.4% | +207.6% | +40.8% | +144.4% |
| All | +248.4% | +197.6% | +50.8% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling