-3.9%
MCD vs VALE
+3.0%
-6.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +6.4% |
| 7D | +11.9% | -0.3% | +12.2% | +11.8% |
| 30D | +20.2% | -19.2% | +39.5% | +21.0% |
| 3M | +5.2% | -20.7% | +25.9% | +5.8% |
| 6M | 0.0% | -25.8% | +25.8% | +0.9% |
| YTD | -6.5% | -9.8% | +3.3% | -8.5% |
| 1Y | -3.9% | +3.7% | -7.6% | -11.7% |
| All | -3.9% | +3.0% | -6.9% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling