+95.9%
MTZ vs ITUB
+186.4%
-90.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.3% | +6.3% | +7.9% |
| 7D | -2.4% | +5.5% | -7.9% | -4.0% |
| 30D | -11.1% | -25.6% | +14.5% | -4.1% |
| 3M | -30.6% | -4.7% | -25.9% | -31.2% |
| 6M | -54.4% | -8.6% | -45.7% | -54.2% |
| YTD | -13.0% | +7.9% | -21.0% | -16.9% |
| 1Y | -5.7% | +11.2% | -16.9% | -10.8% |
| 3Y | +297.2% | +82.6% | +214.5% | +222.9% |
| 5Y | +95.9% | +192.7% | -96.8% | +36.5% |
| All | +95.9% | +186.4% | -90.5% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling