+8.2%
MUB vs ITUB
+114.2%
-106.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.0% | +2.6% | -4.5% | -2.1% |
| 3M | -2.5% | +8.4% | -11.0% | -2.9% |
| 6M | -2.3% | -0.5% | -1.8% | -2.4% |
| YTD | -1.3% | +15.3% | -16.6% | -2.0% |
| 1Y | +1.1% | +28.7% | -27.6% | -0.1% |
| All | +8.2% | +114.2% | -106.0% | +2.3% |
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