-55.1%
MTZ vs ITUB
-8.7%
-46.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.3% |
| 7D | +12.9% | +3.7% | +9.2% | +12.4% |
| 30D | -8.5% | -24.9% | +16.4% | -3.7% |
| 3M | -30.6% | +0.8% | -31.4% | -34.0% |
| 6M | -55.1% | -6.6% | -48.5% | -56.4% |
| All | -55.1% | -8.7% | -46.4% | -56.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling