+753.2%
MTZ vs ITUB
+197.6%
+555.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -1.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -10.3% | +2.6% | -12.9% | -11.3% |
| 3M | -31.8% | +8.4% | -40.3% | -33.8% |
| 6M | -19.2% | -0.5% | -18.6% | -19.3% |
| YTD | +10.7% | +15.3% | -4.6% | +5.2% |
| 1Y | +37.5% | +28.7% | +8.8% | +25.8% |
| 3Y | +162.4% | +118.7% | +43.7% | +98.9% |
| 5Y | +166.3% | +182.7% | -16.3% | +78.3% |
| 10Y | +753.2% | +207.6% | +545.6% | +449.6% |
| All | +753.2% | +197.6% | +555.6% | +449.6% |
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