+74.1%
MUB vs ITUB
+208.5%
-134.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.4% |
| 7D | -1.3% | +1.9% | -3.2% | -1.3% |
| 30D | +2.2% | -22.2% | +24.4% | +2.4% |
| 3M | -1.6% | +2.7% | -4.3% | -1.7% |
| 6M | -1.3% | -3.0% | +1.7% | -1.3% |
| YTD | -0.7% | +7.5% | -8.2% | -0.8% |
| 1Y | -0.2% | +10.5% | -10.7% | -0.4% |
| 3Y | +9.6% | +81.0% | -71.4% | +8.7% |
| 5Y | +2.6% | +181.8% | -179.3% | +1.1% |
| 10Y | +21.5% | +170.2% | -148.7% | +19.4% |
| All | +74.1% | +208.5% | -134.4% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling