+297.0%
MXL vs ITUB
+9.0%
+288.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.3% | -14.4% | -12.0% |
| 7D | -24.3% | -1.6% | -22.7% | -24.0% |
| 30D | -46.1% | -26.6% | -19.5% | -41.4% |
| 3M | -21.8% | -11.1% | -10.7% | -22.6% |
| 6M | -27.2% | -13.1% | -14.1% | -27.3% |
| YTD | +226.2% | +3.9% | +222.3% | +216.8% |
| 1Y | +297.0% | +9.8% | +287.2% | +274.5% |
| All | +297.0% | +9.0% | +288.0% | +274.5% |
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