+5,744.5%
MU vs ITUB
+219.0%
+5,525.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -5.9% |
| 7D | +2.0% | +1.0% | +1.0% | +1.5% |
| 30D | +12.5% | +10.7% | +1.8% | +8.2% |
| 3M | +9.6% | +10.1% | -0.5% | +5.8% |
| 6M | +142.6% | -0.1% | +142.7% | +141.9% |
| YTD | +242.7% | +18.4% | +224.2% | +223.7% |
| 1Y | +599.3% | +31.3% | +568.0% | +536.1% |
| 3Y | +1,308.3% | +124.6% | +1,183.7% | +958.1% |
| 5Y | +1,263.7% | +192.0% | +1,071.7% | +789.3% |
| All | +5,744.5% | +219.0% | +5,525.5% | +3,437.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling