+1,711.2%
MCD vs VALE
+1,701.1%
+10.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.9% | +1.3% | -3.2% | -2.1% |
| 30D | +16.6% | -14.3% | +31.0% | +18.9% |
| 3M | +0.9% | -16.8% | +17.8% | +3.2% |
| 6M | +1.5% | -30.2% | +31.7% | +5.9% |
| YTD | -8.3% | -8.6% | +0.3% | -8.0% |
| 1Y | -8.1% | +1.6% | -9.8% | -9.1% |
| 3Y | +10.3% | +4.1% | +6.2% | +7.8% |
| 5Y | +23.4% | +38.7% | -15.3% | +13.2% |
| 10Y | +205.9% | +214.6% | -8.7% | +137.3% |
| All | +1,711.2% | +1,701.1% | +10.0% | +868.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling