+302.4%
MXL vs ITUB
+220.1%
+82.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.4% |
| 7D | +18.9% | +2.2% | +16.6% | +17.9% |
| 30D | +0.3% | +12.6% | -12.3% | -3.7% |
| 3M | -8.0% | +6.4% | -14.5% | -9.9% |
| 6M | +341.2% | +0.6% | +340.7% | +339.2% |
| YTD | +327.8% | +18.8% | +309.0% | +304.0% |
| 1Y | +364.9% | +31.0% | +333.9% | +324.4% |
| 3Y | +229.2% | +118.1% | +111.2% | +149.9% |
| 5Y | +42.8% | +193.0% | -150.3% | -6.0% |
| All | +302.4% | +220.1% | +82.3% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling