+1,346.4%
MU vs ITUB
+186.4%
+1,160.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.5% | +3.6% |
| 7D | +7.5% | 0.0% | +7.5% | +7.4% |
| 30D | +19.4% | +2.6% | +16.8% | +18.1% |
| 3M | +9.8% | +8.4% | +1.4% | +7.1% |
| 6M | +164.1% | -0.5% | +164.7% | +164.2% |
| YTD | +260.3% | +15.3% | +245.0% | +248.5% |
| 1Y | +661.2% | +28.7% | +632.5% | +613.9% |
| 3Y | +1,380.8% | +118.7% | +1,262.2% | +1,135.3% |
| 5Y | +1,346.4% | +182.7% | +1,163.7% | +1,042.2% |
| All | +1,346.4% | +186.4% | +1,160.0% | +1,042.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling