+117.2%
MPC vs ITUB
+9.0%
+108.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.3% | -11.4% | -7.8% |
| 7D | -10.9% | -1.6% | -9.3% | -10.9% |
| 30D | -9.4% | -26.6% | +17.2% | -11.1% |
| 3M | +26.0% | -11.1% | +37.0% | +25.3% |
| 6M | +56.5% | -13.1% | +69.6% | +56.0% |
| YTD | +144.3% | +3.9% | +140.4% | +130.9% |
| 1Y | +117.2% | +9.8% | +107.5% | +98.9% |
| All | +117.2% | +9.0% | +108.2% | +98.9% |
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