+22.7%
MCD vs VALE
+49.7%
-26.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | +7.1% | +1.8% | +5.4% | +7.0% |
| 30D | +19.8% | -14.8% | +34.6% | +20.7% |
| 3M | +0.8% | -19.0% | +19.8% | +1.8% |
| 6M | -1.3% | -27.7% | +26.4% | +0.2% |
| YTD | -7.8% | -8.5% | +0.8% | -7.7% |
| 1Y | -5.0% | +2.6% | -7.6% | -5.5% |
| 3Y | +10.5% | +4.0% | +6.5% | +8.9% |
| All | +22.7% | +49.7% | -26.9% | +16.2% |
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