+180.0%
MCD vs VALE
+473.3%
-293.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -2.0% | +2.9% | -4.9% | -2.4% |
| 30D | -6.1% | +8.8% | -14.9% | -7.2% |
| 3M | -7.3% | +6.8% | -14.0% | -8.2% |
| 6M | -20.9% | +6.9% | -27.8% | -21.9% |
| YTD | -14.7% | +22.8% | -37.5% | -17.5% |
| 1Y | -16.1% | +61.3% | -77.4% | -21.9% |
| 3Y | -1.5% | +53.3% | -54.8% | -8.7% |
| 5Y | +20.4% | +44.9% | -24.4% | +9.5% |
| 10Y | +180.0% | +486.8% | -306.8% | +100.4% |
| All | +180.0% | +473.3% | -293.3% | +100.4% |
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