+79.1%
MTUM vs ITUB
+186.2%
-107.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.7% | +2.2% | -1.5% | +0.2% |
| 30D | -2.4% | +12.6% | -15.1% | -5.1% |
| 3M | -3.6% | +6.4% | -10.1% | -5.2% |
| 6M | +23.7% | +0.6% | +23.1% | +23.0% |
| YTD | +22.9% | +18.8% | +4.1% | +18.2% |
| 1Y | +21.8% | +31.0% | -9.2% | +14.5% |
| 3Y | +114.4% | +118.1% | -3.6% | +80.3% |
| All | +79.1% | +186.2% | -107.0% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling