+1,946.1%
MAR vs VALE
+2,275.1%
-329.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.2% | +1.6% | -5.7% | -4.6% |
| 30D | -6.7% | +5.1% | -11.8% | -8.2% |
| 3M | -12.5% | -0.4% | -12.1% | -12.7% |
| 6M | +0.6% | -2.2% | +2.8% | +0.7% |
| YTD | +9.1% | +20.5% | -11.4% | +2.3% |
| 1Y | +26.2% | +61.2% | -35.0% | +8.6% |
| 3Y | +68.2% | +43.1% | +25.0% | +47.1% |
| 5Y | +163.9% | +34.0% | +130.0% | +125.0% |
| 10Y | +420.6% | +469.7% | -49.1% | +162.4% |
| All | +1,946.1% | +2,275.1% | -329.0% | +642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling