+966.8%
MOD vs ITUB
+143.4%
+823.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +9.0% |
| 7D | -13.9% | +5.5% | -19.4% | -16.0% |
| 30D | -41.5% | -25.6% | -16.0% | -35.1% |
| 3M | -45.7% | -4.7% | -41.1% | -46.0% |
| 6M | -61.1% | -8.6% | -52.5% | -60.6% |
| YTD | -20.5% | +7.9% | -28.4% | -24.3% |
| 1Y | -32.1% | +11.2% | -43.3% | -36.3% |
| 3Y | +146.5% | +82.6% | +63.8% | +86.1% |
| 5Y | +812.7% | +192.7% | +620.0% | +451.5% |
| 10Y | +966.8% | +144.7% | +822.2% | +629.4% |
| All | +966.8% | +143.4% | +823.4% | +629.4% |
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