+78.2%
MNST vs ITUB
+181.4%
-103.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -4.1% | +8.2% | -12.3% | -5.3% |
| 30D | -4.5% | +4.7% | -9.2% | -5.2% |
| 3M | -2.5% | +13.0% | -15.5% | -4.4% |
| 6M | +14.1% | +4.2% | +10.0% | +13.2% |
| YTD | +12.6% | +18.6% | -6.0% | +9.5% |
| 1Y | +36.9% | +31.3% | +5.7% | +31.0% |
| 3Y | +53.1% | +124.9% | -71.8% | +34.2% |
| 5Y | +78.2% | +195.6% | -117.4% | +44.9% |
| All | +78.2% | +181.4% | -103.2% | +44.9% |
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