+282.4%
MXL vs ITUB
+147.1%
+135.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.8% | +10.3% | +8.5% |
| 7D | +19.0% | 0.0% | +19.0% | +18.9% |
| 30D | +4.5% | +2.6% | +1.9% | +3.4% |
| 3M | -1.5% | +8.4% | -9.9% | -3.9% |
| 6M | +348.6% | -0.5% | +349.2% | +348.7% |
| YTD | +310.3% | +15.3% | +295.0% | +291.6% |
| 1Y | +344.7% | +28.7% | +316.0% | +308.6% |
| 3Y | +211.2% | +118.7% | +92.5% | +135.6% |
| 5Y | +34.8% | +182.7% | -147.8% | -9.9% |
| 10Y | +286.5% | +207.6% | +78.9% | +127.2% |
| All | +282.4% | +147.1% | +135.3% | +108.2% |
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 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