-43.2%
MP vs ITUB
+8.1%
-51.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -3.6% | +4.9% | -8.5% | -5.4% |
| 30D | -21.0% | -27.2% | +6.3% | -11.2% |
| 3M | -33.3% | -6.1% | -27.2% | -34.9% |
| 6M | -45.9% | -10.7% | -35.2% | -45.9% |
| YTD | -27.8% | +5.5% | -33.3% | -31.8% |
| 1Y | -43.2% | +7.8% | -51.0% | -47.2% |
| All | -43.2% | +8.1% | -51.3% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling