+1,134.0%
MPC vs ITUB
+192.5%
+941.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.5% |
| 7D | +3.9% | +8.2% | -4.4% | +0.8% |
| 30D | +33.8% | +4.7% | +29.1% | +31.0% |
| 3M | +49.9% | +13.0% | +36.8% | +42.1% |
| 6M | +80.9% | +4.2% | +76.8% | +74.7% |
| YTD | +147.4% | +18.6% | +128.9% | +125.5% |
| 1Y | +123.2% | +31.3% | +91.9% | +94.6% |
| 3Y | +171.7% | +124.9% | +46.8% | +82.6% |
| 5Y | +678.6% | +195.6% | +483.0% | +334.0% |
| 10Y | +1,134.0% | +196.4% | +937.6% | +529.5% |
| All | +1,134.0% | +192.5% | +941.5% | +529.5% |
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