+1,722.5%
MCD vs VALE
+1,702.7%
+19.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | +7.1% | +1.8% | +5.4% | +6.9% |
| 30D | +19.8% | -14.8% | +34.6% | +22.2% |
| 3M | +0.8% | -19.0% | +19.8% | +3.4% |
| 6M | -1.3% | -27.7% | +26.4% | +2.5% |
| YTD | -7.8% | -8.5% | +0.8% | -7.4% |
| 1Y | -5.0% | +2.6% | -7.6% | -6.1% |
| 3Y | +10.5% | +4.0% | +6.5% | +8.0% |
| 5Y | +22.0% | +51.2% | -29.3% | +10.4% |
| 10Y | +216.7% | +263.0% | -46.4% | +141.0% |
| All | +1,722.5% | +1,702.7% | +19.8% | +874.6% |
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