+2,802.6%
MULL vs ITUB
+30.8%
+2,771.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +12.9% |
| 7D | +17.3% | +8.7% | +8.6% | +5.0% |
| 30D | +23.5% | -0.7% | +24.2% | +24.1% |
| 3M | -24.0% | +7.8% | -31.8% | -29.6% |
| 6M | +276.7% | -3.4% | +280.2% | +301.0% |
| YTD | +565.1% | +16.3% | +548.8% | +546.6% |
| 1Y | +2,802.6% | +29.8% | +2,772.8% | +2,294.3% |
| All | +2,802.6% | +30.8% | +2,771.8% | +2,294.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling