+519.7%
MTB vs ITUB
+1,959.7%
-1,440.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -1.2% |
| 7D | +2.8% | +8.2% | -5.5% | +0.4% |
| 30D | -4.2% | +4.7% | -8.9% | -5.6% |
| 3M | +7.8% | +13.0% | -5.2% | +3.7% |
| 6M | +14.8% | +4.2% | +10.7% | +12.7% |
| YTD | +20.8% | +18.6% | +2.2% | +13.9% |
| 1Y | +23.1% | +31.3% | -8.1% | +12.4% |
| 3Y | +114.8% | +124.9% | -10.1% | +64.7% |
| 5Y | +103.3% | +195.6% | -92.3% | +39.8% |
| 10Y | +173.0% | +196.4% | -23.4% | +74.7% |
| All | +519.7% | +1,959.7% | -1,440.0% | +161.4% |
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