+995.4%
MU vs ITUB
+81.5%
+913.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.1% |
| 7D | +2.0% | +3.7% | -1.7% | +0.8% |
| 30D | -18.0% | -24.9% | +7.0% | -10.0% |
| 3M | -6.6% | +0.8% | -7.4% | -12.3% |
| 6M | +2.0% | -6.6% | +8.7% | -0.1% |
| YTD | +184.5% | +7.8% | +176.7% | +163.2% |
| 1Y | +236.9% | +7.4% | +229.5% | +210.7% |
| All | +995.4% | +81.5% | +913.9% | +704.3% |
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 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