+8.6%
MCD vs VALE
+1.2%
+7.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | -3.2% | +1.5% | -1.4% |
| 30D | +14.1% | -15.1% | +29.2% | +15.2% |
| 3M | +0.6% | -18.7% | +19.3% | +1.8% |
| 6M | 0.0% | -31.5% | +31.5% | +2.5% |
| YTD | -9.3% | -11.4% | +2.2% | -9.4% |
| 1Y | -9.3% | -1.9% | -7.5% | -10.3% |
| 3Y | +8.6% | +1.7% | +6.9% | +6.1% |
| All | +8.6% | +1.2% | +7.4% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling