+398.0%
MTZ vs ITUB
+175.8%
+222.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -2.0% |
| 7D | +5.0% | +1.9% | +3.1% | +4.4% |
| 30D | -6.0% | -22.2% | +16.2% | +0.8% |
| 3M | -36.1% | +2.7% | -38.8% | -38.1% |
| 6M | -56.9% | -3.0% | -53.9% | -57.4% |
| YTD | -15.9% | +7.5% | -23.4% | -20.0% |
| 1Y | -3.8% | +10.5% | -14.3% | -9.5% |
| 3Y | +272.3% | +81.0% | +191.3% | +191.7% |
| 5Y | +91.1% | +181.8% | -90.7% | +23.5% |
| All | +398.0% | +175.8% | +222.2% | +219.7% |
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