-16.8%
MCD vs VALE
+58.5%
-75.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.9% | -1.8% | -1.0% | -2.8% |
| 30D | -6.7% | +6.7% | -13.4% | -6.9% |
| 3M | -9.6% | +4.9% | -14.4% | -9.6% |
| 6M | -22.3% | +3.6% | -25.9% | -22.3% |
| YTD | -15.4% | +21.9% | -37.3% | -15.5% |
| 1Y | -16.8% | +61.6% | -78.4% | -13.0% |
| All | -16.8% | +58.5% | -75.3% | -13.0% |
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