+3,106.3%
MPC vs ITUB
+103.5%
+3,002.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.7% |
| 7D | -8.8% | +4.9% | -13.7% | -10.4% |
| 30D | -14.4% | -27.2% | +12.8% | -6.2% |
| 3M | +21.9% | -6.1% | +28.1% | +21.1% |
| 6M | +60.1% | -10.7% | +70.8% | +60.9% |
| YTD | +142.3% | +5.5% | +136.8% | +126.2% |
| 1Y | +101.7% | +7.8% | +93.9% | +86.4% |
| 3Y | +184.8% | +75.0% | +109.8% | +114.5% |
| 5Y | +564.6% | +178.6% | +386.0% | +300.1% |
| 10Y | +1,098.3% | +162.9% | +935.5% | +594.0% |
| All | +3,106.3% | +103.5% | +3,002.9% | +1,760.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling