+568.4%
MA vs VALE
+206.6%
+361.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +1.2% |
| 7D | +1.8% | +5.5% | -3.7% | +0.5% |
| 30D | +11.8% | -15.0% | +26.8% | +16.1% |
| 3M | +17.2% | -20.0% | +37.2% | +23.2% |
| 6M | +33.4% | -28.4% | +61.8% | +43.6% |
| YTD | +16.1% | -8.6% | +24.7% | +16.3% |
| 1Y | +19.9% | +2.0% | +18.0% | +16.6% |
| 3Y | +70.1% | +4.1% | +66.0% | +61.4% |
| 5Y | +89.6% | +46.4% | +43.2% | +54.8% |
| 10Y | +568.4% | +202.4% | +366.0% | +343.9% |
| All | +568.4% | +206.6% | +361.8% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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