+184.5%
MAR vs VALE
+35.9%
+148.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.5% |
| 7D | +1.8% | -1.5% | +3.3% | +2.0% |
| 30D | +14.3% | -15.6% | +29.9% | +18.4% |
| 3M | +20.0% | -19.5% | +39.6% | +25.3% |
| 6M | +21.7% | -31.9% | +53.6% | +31.7% |
| YTD | +37.7% | -11.0% | +48.7% | +39.2% |
| 1Y | +46.8% | -2.1% | +48.9% | +45.1% |
| 3Y | +121.0% | +1.4% | +119.6% | +112.5% |
| All | +184.5% | +35.9% | +148.6% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling