+215,907.6%
MNST vs ITUB
+1,733.1%
+214,174.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.2% |
| 7D | -3.9% | +4.9% | -8.8% | -4.9% |
| 30D | +3.9% | -27.2% | +31.1% | +10.7% |
| 3M | -0.8% | -6.1% | +5.3% | -0.8% |
| 6M | +5.1% | -10.7% | +15.8% | +6.1% |
| YTD | +18.3% | +5.5% | +12.8% | +14.5% |
| 1Y | +29.5% | +7.8% | +21.6% | +24.5% |
| 3Y | +64.0% | +75.0% | -10.9% | +38.8% |
| 5Y | +97.2% | +178.6% | -81.4% | +45.3% |
| 10Y | +328.4% | +162.9% | +165.6% | +192.9% |
| All | +215,907.6% | +1,733.1% | +214,174.5% | +114,039.5% |
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