-2.8%
MCHP vs VALE
+45.8%
-48.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -11.1% | +9.7% | -20.9% | -16.4% |
| 3M | -18.1% | +5.3% | -23.4% | -20.8% |
| 6M | +10.8% | +0.5% | +10.2% | +9.0% |
| YTD | +14.2% | +20.6% | -6.4% | -1.7% |
| 1Y | +13.5% | +57.6% | -44.1% | -18.3% |
| All | -2.8% | +45.8% | -48.7% | -32.7% |
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