+22.1%
MTZ vs ITUB
+31.7%
-9.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.2% | -4.7% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | -14.8% | +10.7% | -25.5% | -18.9% |
| 3M | -30.8% | +10.1% | -40.9% | -33.8% |
| 6M | -22.6% | -0.1% | -22.5% | -23.1% |
| YTD | +6.8% | +18.4% | -11.6% | +1.2% |
| 1Y | +22.1% | +31.3% | -9.1% | +7.3% |
| All | +22.1% | +31.7% | -9.5% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling