+16,459.4%
MPWR vs ITUB
+1,036.7%
+15,422.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.3% | +14.3% | +15.8% |
| 7D | +11.6% | +5.5% | +6.1% | +9.6% |
| 30D | +0.1% | -25.6% | +25.7% | +9.4% |
| 3M | -0.8% | -4.7% | +3.9% | -1.2% |
| 6M | -13.0% | -8.6% | -4.4% | -12.4% |
| YTD | +53.9% | +7.9% | +46.0% | +46.8% |
| 1Y | +45.8% | +11.2% | +34.6% | +37.4% |
| 3Y | +194.3% | +82.6% | +111.6% | +130.5% |
| 5Y | +160.1% | +192.7% | -32.6% | +67.1% |
| 10Y | +1,786.5% | +144.7% | +1,641.8% | +1,059.0% |
| All | +16,459.4% | +1,036.7% | +15,422.7% | +4,903.2% |
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