+2,846.0%
MRVL vs ITUB
+1,920.1%
+925.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.3% |
| 7D | +3.2% | +8.7% | -5.5% | +0.4% |
| 30D | +5.9% | -0.7% | +6.6% | +5.8% |
| 3M | -29.3% | +7.8% | -37.1% | -31.2% |
| 6M | +186.5% | -3.4% | +189.9% | +188.8% |
| YTD | +163.4% | +16.3% | +147.2% | +150.1% |
| 1Y | +249.5% | +29.8% | +219.7% | +219.3% |
| 3Y | +289.4% | +111.1% | +178.3% | +200.1% |
| 5Y | +270.2% | +173.6% | +96.7% | +153.3% |
| 10Y | +1,748.8% | +193.2% | +1,555.6% | +1,005.5% |
| All | +2,846.0% | +1,920.1% | +925.9% | +692.9% |
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