+2,302.1%
MULL vs ITUB
+82.2%
+2,220.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.6% |
| 7D | -8.4% | +2.2% | -10.6% | -11.5% |
| 30D | +9.7% | +12.6% | -2.9% | -6.7% |
| 3M | -26.8% | +6.4% | -33.2% | -32.2% |
| 6M | +220.7% | +0.6% | +220.1% | +218.8% |
| YTD | +509.0% | +18.8% | +490.2% | +426.3% |
| 1Y | +1,739.5% | +31.0% | +1,708.5% | +1,294.1% |
| All | +2,302.1% | +82.2% | +2,220.0% | +1,012.4% |
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