+1,364.7%
MU vs ITUB
+121.0%
+1,243.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +6.9% | +6.5% |
| 7D | +9.0% | +8.7% | +0.3% | +4.5% |
| 30D | +13.8% | -0.7% | +14.5% | +13.9% |
| 3M | +2.1% | +7.8% | -5.7% | -1.5% |
| 6M | +153.8% | -3.4% | +157.2% | +157.3% |
| YTD | +256.4% | +16.3% | +240.1% | +236.8% |
| 1Y | +719.8% | +29.8% | +689.9% | +636.3% |
| All | +1,364.7% | +121.0% | +1,243.8% | +1,024.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling