Import the XPerformance PDF (XP's official portfolio report). Extracts patrimônio total, reference date, and per-asset position rows (quantity, market value, %allocation, indexer, maturity). Idempotent: re-importing the same file updates existing positions. Returns import counts, warnings, and a preview of up to 10 positions.

Import a CSV exported from XP Investimentos (Posicao Consolidada, Extrato). Idempotent: re-importing the same file updates existing positions instead of duplicating. Returns counts, warnings, and a preview of the first 5 parsed positions.

List all positions in the portfolio. Optional filter by asset_class. Returns each position with quantity, avg/current price, invested vs market value, and unrealized P&L. Values in BRL (Brazilian Reais).

Compare current portfolio allocation against a target defined in ~/.xp-mcp/allocation.json. Returns per-class drift in percentage points and BRL, with suggested BUY/SELL actions to rebalance. Optional 'target_path' argument overrides the default location. Optional 'tolerance_pp' field in the JSON treats drifts within the band as 'ok' (no action).

Save (overwrite) the advisor profile at ~/.xp-mcp/advisor-profile.json. Required fields: risk_tolerance (1-10), horizon_years (>0), objective ('income'|'growth'|'balanced'). Optional: outbound_enabled (default false), excluded_classes, excluded_tickers, notes, brapi_token. Enabling outbound_enabled=true requires accept_disclaimer=true on the call.

Read the advisor profile from ~/.xp-mcp/advisor-profile.json. Returns exists:false when the file is not yet configured; reports schema errors in the errors array.

Fetch quotes and/or fundamentals from brapi.dev for 1-50 tickers, with SQLite caching. Requires outbound_enabled=true in the advisor profile. Per-ticker partial failures are reported in results[].error without failing the whole call. cache_ttl_minutes overrides the default TTL (60 quote / 1440 fundamentals).

Rank B3 assets (FII | ACAO | ETF) against criteria (sort_by, filters, limit). Fetches the universe and per-ticker quote+fundamentals from brapi.dev (cached). Profile's excluded_classes/excluded_tickers are merged with the call's exclude_tickers. Output is educational analysis, not investment advice.

Aggregate stats + reconciliation gap for the portfolio. Returns total market value, per-class breakdown (% and BRL), top 5 positions, total/per-class P&L, FGC coverage, maturity buckets (short/medium/long), and the gap between the declared patrimônio total (from the last XPerformance PDF) vs computed total. Zero outbound HTTP. No inputs.

Import a PDF exported from XP's Conta Digital Extrato (digital account statement). Filters for transfers between digital account and investment account only (deposits = APORTE, withdrawals = RESGATE). Idempotent: re-importing the same file skips duplicates. Persists to the cash_flows table.

List cash flows (APORTE/RESGATE) with optional date range and kind filters. Returns up to limit rows sorted by flow_datetime DESC, plus aggregate totals (aporte_total, resgate_total, net) computed over ALL matching rows.

Suggest BUY actions per underweight asset class based on the advisor profile. Composes drift + screening per class (FII/ACAO/ETF) using a fixed objective × asset_class criteria matrix; non-screenable classes (TESOURO/RF/FUNDO) surface in skipped_classes with reason. Requires outbound_enabled=true. Output is educational analysis, not investment advice.

Time-weighted return (TWR) over the XPerformance import history. Removes the effect of when you contributed/withdrew — pure portfolio performance metric, GIPS-compliant. Uses Modified Dietz between consecutive imports and chains sub-periods geometrically. Requires ≥ 2 XPerformance imports. Returns period_return, annualized return, per-sub-period breakdown, and quality warnings (sparse history, large cash flows, stale tail).

Money-weighted return (MWR / IRR) — the rate that reflects when you put money in vs. out. Computed via bisection over signed cash flows including synthetic initial/terminal NAV. Requires ≥ 2 XPerformance imports. Returns mwr_period, mwr_annualized, cash_flow_breakdown, convergence diagnostics, and warnings.

Spot crypto quotes in BRL via Mercado Bitcoin (e.g. BTC, ETH, SOL). Per-ticker partial failure: one unknown symbol doesn't fail the batch. 15-minute cache, outbound-gated. Quote only — crypto is not yet a tracked portfolio asset_class.

Manually track a crypto holding (e.g. BTC, ETH). Fetches the current BRL quote (multi-source: Mercado Bitcoin → Foxbit → Binance) and stores a snapshot market value (quantity × current price) as a CRIPTO position, which then flows into get_portfolio_summary and calculate_allocation_drift. quantity=0 removes the holding (idempotent). Re-run to refresh the value. Outbound-gated. Snapshot only — no cost basis / P&L is recorded.

List trade transactions (buys/sells) with optional ticker, asset_class, and date-range filters. Returns up to limit rows sorted by trade_date DESC, with amounts in BRL. Zero outbound HTTP. Read-only.

List dividend/JCP payouts with optional ticker, asset_class, kind, and date-range filters. Returns up to limit rows sorted by pay_date DESC, with gross/tax/net in BRL. Zero outbound HTTP. Read-only.