+604.3%
MTUM vs ITUB
+183.3%
+421.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.7% | +2.2% | -1.5% | +0.3% |
| 30D | -2.4% | +12.6% | -15.1% | -4.7% |
| 3M | -3.6% | +6.4% | -10.1% | -4.9% |
| 6M | +23.7% | +0.6% | +23.1% | +23.2% |
| YTD | +22.9% | +18.8% | +4.1% | +18.7% |
| 1Y | +21.8% | +31.0% | -9.2% | +15.3% |
| 3Y | +114.4% | +118.1% | -3.6% | +83.5% |
| 5Y | +79.6% | +193.0% | -113.5% | +42.9% |
| 10Y | +356.2% | +217.1% | +139.1% | +244.6% |
| All | +604.3% | +183.3% | +421.0% | +413.2% |
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