+642.2%
MPC vs ITUB
+173.6%
+468.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +5.4% | +8.7% | -3.3% | +3.8% |
| 30D | +31.0% | -0.7% | +31.7% | +31.0% |
| 3M | +46.0% | +7.8% | +38.2% | +43.5% |
| 6M | +77.3% | -3.4% | +80.7% | +77.1% |
| YTD | +141.9% | +16.3% | +125.6% | +130.5% |
| 1Y | +120.9% | +29.8% | +91.1% | +104.7% |
| 3Y | +182.7% | +111.1% | +71.6% | +127.7% |
| All | +642.2% | +173.6% | +468.7% | +428.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling