+3.0%
MCHP vs VALE
+40.3%
-37.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -6.0% | +8.6% | -14.7% | -9.2% |
| 3M | -19.7% | +2.0% | -21.7% | -20.3% |
| 6M | +14.0% | +2.1% | +11.9% | +12.6% |
| YTD | +18.4% | +20.2% | -1.8% | +9.7% |
| 1Y | +17.1% | +55.2% | -38.1% | -1.0% |
| 3Y | +0.7% | +45.9% | -45.2% | -15.3% |
| All | +3.0% | +40.3% | -37.3% | -7.3% |
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