+1,064.5%
MOD vs ITUB
+175.8%
+888.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +2.2% | +25.7% | +27.0% |
| 7D | +40.4% | +1.9% | +38.5% | +39.7% |
| 30D | -14.0% | -22.2% | +8.2% | -6.0% |
| 3M | -33.3% | +2.7% | -36.0% | -35.4% |
| 6M | -51.4% | -3.0% | -48.5% | -51.9% |
| YTD | +1.6% | +7.5% | -5.9% | -3.0% |
| 1Y | +5.4% | +10.5% | -5.1% | -0.7% |
| 3Y | +191.0% | +81.0% | +110.0% | +119.7% |
| 5Y | +1,093.1% | +181.8% | +911.3% | +625.4% |
| All | +1,064.5% | +175.8% | +888.7% | +697.2% |
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