+156.5%
MTZ vs ITUB
+120.6%
+35.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -1.6% | +8.7% | -10.3% | -4.7% |
| 30D | -11.1% | -0.7% | -10.4% | -11.1% |
| 3M | -36.7% | +7.8% | -44.5% | -38.6% |
| 6M | -21.9% | -3.4% | -18.5% | -21.3% |
| YTD | +9.1% | +16.3% | -7.2% | +3.5% |
| 1Y | +30.0% | +29.8% | +0.1% | +18.4% |
| All | +156.5% | +120.6% | +35.9% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling