+1,925.8%
MRVL vs ITUB
+220.1%
+1,705.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +3.9% |
| 7D | +5.6% | +2.2% | +3.4% | +4.9% |
| 30D | +8.8% | +12.6% | -3.8% | +4.8% |
| 3M | -15.9% | +6.4% | -22.3% | -17.7% |
| 6M | +161.3% | +0.6% | +160.7% | +160.0% |
| YTD | +178.2% | +18.8% | +159.4% | +164.1% |
| 1Y | +255.3% | +31.0% | +224.3% | +227.3% |
| 3Y | +323.1% | +118.1% | +205.0% | +234.6% |
| 5Y | +293.2% | +193.0% | +100.2% | +178.8% |
| All | +1,925.8% | +220.1% | +1,705.7% | +1,272.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling