+1,106.2%
MPC vs ITUB
+143.4%
+962.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +3.8% |
| 7D | -9.4% | +5.5% | -14.9% | -11.2% |
| 30D | -14.3% | -25.6% | +11.2% | -6.4% |
| 3M | +31.1% | -4.7% | +35.8% | +29.3% |
| 6M | +60.3% | -8.6% | +68.9% | +59.5% |
| YTD | +142.5% | +7.9% | +134.6% | +122.5% |
| 1Y | +104.6% | +11.2% | +93.4% | +85.0% |
| 3Y | +191.7% | +82.6% | +109.1% | +108.4% |
| 5Y | +549.2% | +192.7% | +356.5% | +252.7% |
| 10Y | +1,106.2% | +144.7% | +961.6% | +580.3% |
| All | +1,106.2% | +143.4% | +962.8% | +580.3% |
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