+65.7%
MNST vs ITUB
+83.6%
-17.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | -5.0% | +5.5% | -10.4% | -5.5% |
| 30D | +4.6% | -25.6% | +30.1% | +7.8% |
| 3M | +1.0% | -4.7% | +5.7% | +0.3% |
| 6M | +5.8% | -8.6% | +14.4% | +5.6% |
| YTD | +19.1% | +7.9% | +11.1% | +16.3% |
| 1Y | +30.9% | +11.2% | +19.7% | +27.3% |
| 3Y | +65.7% | +82.6% | -16.9% | +50.8% |
| All | +65.7% | +83.6% | -17.8% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling