+1,166.2%
MPC vs ITUB
+169.9%
+996.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.3% |
| 7D | +9.4% | +1.1% | +8.3% | +9.0% |
| 30D | -13.4% | -25.4% | +12.0% | -5.5% |
| 3M | +18.9% | -0.3% | +19.2% | +15.3% |
| 6M | +64.9% | -8.0% | +72.9% | +63.5% |
| YTD | +156.8% | +5.2% | +151.6% | +137.4% |
| 1Y | +113.2% | +7.4% | +105.8% | +95.0% |
| 3Y | +201.8% | +74.5% | +127.3% | +118.8% |
| 5Y | +601.4% | +175.8% | +425.5% | +288.7% |
| All | +1,166.2% | +169.9% | +996.3% | +598.9% |
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 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