+40.4%
MXL vs ITUB
+186.2%
-145.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.4% |
| 7D | +18.9% | +2.2% | +16.6% | +18.0% |
| 30D | +0.3% | +12.6% | -12.3% | -3.2% |
| 3M | -8.0% | +6.4% | -14.5% | -9.6% |
| 6M | +341.2% | +0.6% | +340.7% | +338.4% |
| YTD | +327.8% | +18.8% | +309.0% | +309.0% |
| 1Y | +364.9% | +31.0% | +333.9% | +333.1% |
| 3Y | +229.2% | +118.1% | +111.2% | +171.8% |
| All | +40.4% | +186.2% | -145.8% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling