+2,444.0%
MULL vs ITUB
+81.7%
+2,362.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -5.4% |
| 7D | +14.0% | +8.2% | +5.7% | +3.1% |
| 30D | +24.8% | +4.7% | +20.1% | +16.7% |
| 3M | -16.1% | +13.0% | -29.1% | -26.9% |
| 6M | +330.9% | +4.2% | +326.7% | +314.1% |
| YTD | +545.0% | +18.6% | +526.4% | +462.6% |
| 1Y | +2,427.1% | +31.3% | +2,395.9% | +1,824.9% |
| All | +2,444.0% | +81.7% | +2,362.2% | +1,089.1% |
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