-68.0%
MARA vs VALE
+40.1%
-108.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | +18.1% | +9.7% | +8.3% | +11.3% |
| 3M | -9.4% | +5.3% | -14.7% | -12.1% |
| 6M | +33.4% | +0.5% | +32.8% | +33.3% |
| YTD | +27.3% | +20.6% | +6.7% | +13.7% |
| 1Y | -27.9% | +57.6% | -85.5% | -45.4% |
| 3Y | +4.8% | +50.6% | -45.8% | -19.3% |
| 5Y | -68.0% | +41.8% | -109.9% | -72.6% |
| All | -68.0% | +40.1% | -108.2% | -72.6% |
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