+354.7%
MNST vs ITUB
+175.8%
+178.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | +1.6% | +1.9% | -0.3% | +1.3% |
| 30D | +5.1% | -22.2% | +27.2% | +9.2% |
| 3M | -0.5% | +2.7% | -3.2% | -2.2% |
| 6M | +8.1% | -3.0% | +11.1% | +7.2% |
| YTD | +21.2% | +7.5% | +13.7% | +17.5% |
| 1Y | +30.7% | +10.5% | +20.3% | +25.8% |
| 3Y | +67.3% | +81.0% | -13.7% | +44.4% |
| 5Y | +101.9% | +181.8% | -79.9% | +55.1% |
| All | +354.7% | +175.8% | +178.9% | +231.0% |
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 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