+453.7%
MP vs ITUB
+205.1%
+248.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.4% | +0.7% |
| 7D | +3.0% | +8.2% | -5.2% | -0.3% |
| 30D | +8.3% | +4.7% | +3.6% | +6.2% |
| 3M | -3.8% | +13.0% | -16.9% | -8.7% |
| 6M | -4.9% | +4.2% | -9.1% | -6.6% |
| YTD | +9.6% | +18.6% | -9.0% | +2.1% |
| 1Y | -11.7% | +31.3% | -43.0% | -21.2% |
| 3Y | +158.5% | +124.9% | +33.6% | +81.1% |
| 5Y | +68.9% | +195.6% | -126.7% | +4.2% |
| All | +453.7% | +205.1% | +248.6% | +235.2% |
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