+4,017.9%
MTZ vs ITUB
+1,920.1%
+2,097.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | -1.6% | +8.7% | -10.3% | -4.6% |
| 30D | -11.1% | -0.7% | -10.4% | -11.2% |
| 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% | +2.9% |
| 1Y | +30.0% | +29.8% | +0.1% | +17.5% |
| 3Y | +138.5% | +111.1% | +27.4% | +78.3% |
| 5Y | +158.3% | +173.6% | -15.2% | +68.6% |
| 10Y | +700.8% | +193.2% | +507.5% | +359.0% |
| All | +4,017.9% | +1,920.1% | +2,097.8% | +789.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling