+444.4%
MTZ vs ITUB
+176.3%
+268.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.9% |
| 7D | +12.9% | +3.7% | +9.2% | +11.7% |
| 30D | -8.5% | -24.9% | +16.4% | -0.7% |
| 3M | -30.6% | +0.8% | -31.4% | -32.4% |
| 6M | -55.1% | -6.6% | -48.5% | -55.1% |
| YTD | -13.0% | +7.8% | -20.8% | -17.3% |
| 1Y | -4.3% | +7.4% | -11.6% | -9.0% |
| 3Y | +284.0% | +78.8% | +205.3% | +202.5% |
| 5Y | +97.7% | +179.9% | -82.2% | +28.4% |
| 10Y | +444.4% | +170.9% | +273.5% | +257.6% |
| All | +444.4% | +176.3% | +268.2% | +257.6% |
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