+208,666.1%
MNST vs ITUB
+1,920.1%
+206,746.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -6.5% | +8.7% | -15.2% | -8.3% |
| 30D | -7.2% | -0.7% | -6.5% | -7.2% |
| 3M | -1.0% | +7.8% | -8.8% | -2.9% |
| 6M | +11.5% | -3.4% | +14.9% | +11.9% |
| YTD | +14.3% | +16.3% | -2.0% | +9.6% |
| 1Y | +38.1% | +29.8% | +8.3% | +28.7% |
| 3Y | +55.0% | +111.1% | -56.1% | +27.1% |
| 5Y | +79.6% | +173.6% | -93.9% | +34.1% |
| 10Y | +241.8% | +193.2% | +48.5% | +130.3% |
| All | +208,666.1% | +1,920.1% | +206,746.0% | +109,196.6% |
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