+520.7%
MRK vs ITUB
+1,964.7%
-1,444.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.3% | +2.2% | -6.5% | -4.6% |
| 30D | +8.3% | +12.6% | -4.3% | +6.2% |
| 3M | +20.0% | +6.4% | +13.6% | +18.6% |
| 6M | +25.7% | +0.6% | +25.1% | +25.0% |
| YTD | +38.7% | +18.8% | +19.9% | +34.0% |
| 1Y | +74.7% | +31.0% | +43.7% | +65.7% |
| 3Y | +45.4% | +118.1% | -72.7% | +24.9% |
| 5Y | +129.0% | +193.0% | -64.0% | +82.6% |
| 10Y | +228.0% | +217.1% | +10.9% | +139.8% |
| All | +520.7% | +1,964.7% | -1,444.0% | +206.4% |
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 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