+2,423.9%
MUU vs ITUB
+76.7%
+2,347.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.7% | -12.1% | -12.5% |
| 7D | +3.6% | +1.0% | +2.6% | +1.5% |
| 30D | +22.3% | +10.7% | +11.6% | +6.2% |
| 3M | -8.2% | +10.1% | -18.3% | -17.7% |
| 6M | +256.3% | -0.1% | +256.5% | +257.0% |
| YTD | +534.4% | +18.4% | +516.0% | +450.0% |
| 1Y | +2,163.5% | +31.3% | +2,132.2% | +1,613.4% |
| All | +2,423.9% | +76.7% | +2,347.2% | +1,240.9% |
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