+45.4%
MRK vs ITUB
+120.9%
-75.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | +2.2% | -6.5% | -4.4% |
| 30D | +8.3% | +12.6% | -4.3% | +7.3% |
| 3M | +20.0% | +6.4% | +13.6% | +19.2% |
| 6M | +25.7% | +0.6% | +25.1% | +25.1% |
| YTD | +38.7% | +18.8% | +19.9% | +36.5% |
| 1Y | +74.7% | +31.0% | +43.7% | +70.9% |
| 3Y | +45.4% | +118.1% | -72.7% | +33.6% |
| All | +45.4% | +120.9% | -75.5% | +33.6% |
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 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