+674.0%
MRNA vs ITUB
+97.2%
+576.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.4% |
| 30D | +126.1% | +12.6% | +113.5% | +122.9% |
| 3M | +190.0% | +6.4% | +183.6% | +187.3% |
| 6M | +157.2% | +0.6% | +156.6% | +156.3% |
| YTD | +388.2% | +18.8% | +369.4% | +379.7% |
| 1Y | +467.0% | +31.0% | +436.0% | +451.9% |
| 3Y | +36.1% | +118.1% | -82.0% | +28.3% |
| 5Y | -68.0% | +193.0% | -261.0% | -69.8% |
| All | +674.0% | +97.2% | +576.8% | +690.9% |
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