+166.4%
MTZ vs ITUB
+181.4%
-15.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.2% |
| 7D | +3.6% | +8.2% | -4.7% | +1.0% |
| 30D | -9.6% | +4.7% | -14.3% | -11.1% |
| 3M | -31.9% | +13.0% | -45.0% | -34.6% |
| 6M | -13.8% | +4.2% | -18.0% | -15.1% |
| YTD | +13.3% | +18.6% | -5.3% | +7.5% |
| 1Y | +39.3% | +31.3% | +8.0% | +28.2% |
| 3Y | +168.3% | +124.9% | +43.5% | +111.7% |
| 5Y | +166.4% | +195.6% | -29.2% | +90.4% |
| All | +166.4% | +181.4% | -15.0% | +90.4% |
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