+2,687.2%
MCK vs VALE
+2,268.8%
+418.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.9% | -0.3% | -2.7% | -2.9% |
| 30D | +0.4% | +8.6% | -8.2% | -0.9% |
| 3M | +12.1% | +2.0% | +10.1% | +11.5% |
| 6M | -5.4% | +2.1% | -7.6% | -6.3% |
| YTD | +7.8% | +20.2% | -12.4% | +3.5% |
| 1Y | +22.9% | +55.2% | -32.2% | +13.0% |
| 3Y | +110.7% | +45.9% | +64.8% | +92.3% |
| 5Y | +346.2% | +41.4% | +304.8% | +296.6% |
| 10Y | +440.1% | +513.1% | -72.9% | +244.2% |
| All | +2,687.2% | +2,268.8% | +418.4% | +1,064.0% |
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