+445.3%
MP vs ITUB
+199.2%
+246.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.2% | +1.7% |
| 7D | -2.9% | +8.7% | -11.6% | -6.2% |
| 30D | +13.8% | -0.7% | +14.5% | +13.9% |
| 3M | -16.7% | +7.8% | -24.5% | -19.3% |
| 6M | -11.5% | -3.4% | -8.1% | -10.4% |
| YTD | +7.9% | +16.3% | -8.3% | +1.4% |
| 1Y | -15.0% | +29.8% | -44.9% | -23.8% |
| 3Y | +153.5% | +111.1% | +42.4% | +82.1% |
| 5Y | +58.7% | +173.6% | -114.9% | +0.6% |
| All | +445.3% | +199.2% | +246.1% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling