+14,479.0%
MPWR vs ITUB
+1,124.0%
+13,355.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.6% | +8.7% | -11.3% | -5.4% |
| 30D | -9.0% | -0.7% | -8.3% | -9.1% |
| 3M | -25.8% | +7.8% | -33.6% | -28.0% |
| 6M | +11.8% | -3.4% | +15.2% | +12.6% |
| YTD | +35.5% | +16.3% | +19.2% | +28.3% |
| 1Y | +45.3% | +29.8% | +15.5% | +32.2% |
| 3Y | +138.5% | +111.1% | +27.4% | +80.7% |
| 5Y | +152.8% | +173.6% | -20.8% | +68.2% |
| 10Y | +1,616.6% | +193.2% | +1,423.3% | +904.4% |
| All | +14,479.0% | +1,124.0% | +13,355.0% | +4,271.6% |
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