+127.0%
MP vs ITUB
+85.1%
+41.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.6% | +4.4% |
| 7D | -10.5% | +3.7% | -14.2% | -11.8% |
| 30D | -23.5% | -24.1% | +0.6% | -16.2% |
| 3M | -25.4% | -9.6% | -15.9% | -24.7% |
| 6M | -51.3% | -11.5% | -39.7% | -50.4% |
| YTD | -29.9% | +5.5% | -35.4% | -33.0% |
| 1Y | -31.8% | +9.9% | -41.7% | -35.8% |
| 3Y | +127.0% | +84.8% | +42.2% | +46.4% |
| All | +127.0% | +85.1% | +41.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling