-55.1%
MTZ vs ITUB
-8.6%
-46.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.3% | +6.3% | +8.3% |
| 7D | -2.4% | +5.5% | -7.9% | -3.0% |
| 30D | -11.1% | -25.6% | +14.5% | -6.1% |
| 3M | -30.6% | -4.7% | -25.9% | -32.1% |
| All | -55.1% | -8.6% | -46.5% | -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