+123.2%
MPC vs ITUB
+30.7%
+92.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +2.4% |
| 7D | +3.9% | +8.2% | -4.4% | +4.2% |
| 30D | +33.8% | +4.7% | +29.1% | +34.1% |
| 3M | +49.9% | +13.0% | +36.8% | +50.2% |
| 6M | +80.9% | +4.2% | +76.8% | +79.5% |
| YTD | +147.4% | +18.6% | +128.9% | +132.7% |
| 1Y | +123.2% | +31.3% | +91.9% | +98.9% |
| All | +123.2% | +30.7% | +92.5% | +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