+163.8%
MPC vs ITUB
+85.1%
+78.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -16.2% | +3.7% | -19.9% | -16.3% |
| 30D | -15.7% | -24.1% | +8.4% | -14.8% |
| 3M | +24.9% | -9.6% | +34.5% | +24.4% |
| 6M | +52.7% | -11.5% | +64.2% | +52.3% |
| YTD | +131.9% | +5.5% | +126.3% | +122.5% |
| 1Y | +96.6% | +9.9% | +86.8% | +87.1% |
| 3Y | +163.8% | +84.8% | +79.0% | +127.7% |
| All | +163.8% | +85.1% | +78.7% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling