+303.5%
MXL vs ITUB
+30.8%
+272.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +6.0% |
| 7D | +1.6% | +8.7% | -7.1% | -3.2% |
| 30D | -7.0% | -0.7% | -6.3% | -6.9% |
| 3M | -33.4% | +7.8% | -41.2% | -35.6% |
| 6M | +260.2% | -3.4% | +263.6% | +257.5% |
| YTD | +260.0% | +16.3% | +243.7% | +235.6% |
| 1Y | +303.5% | +29.8% | +273.6% | +236.9% |
| All | +303.5% | +30.8% | +272.7% | +236.9% |
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 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