+869.1%
MCHP vs VALE
+2,320.2%
-1,451.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | +2.8% | +2.9% | -0.2% | +1.8% |
| 30D | -12.8% | +8.8% | -21.6% | -15.1% |
| 3M | -19.2% | +6.8% | -26.0% | -20.7% |
| 6M | +14.5% | +6.9% | +7.6% | +12.0% |
| YTD | +17.1% | +22.8% | -5.7% | +9.8% |
| 1Y | +15.3% | +61.3% | -45.9% | -0.2% |
| 3Y | +0.5% | +53.3% | -52.8% | -12.0% |
| 5Y | +6.1% | +44.9% | -38.8% | -9.3% |
| 10Y | +192.2% | +486.8% | -294.5% | +61.2% |
| All | +869.1% | +2,320.2% | -1,451.1% | +137.8% |
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