+1,017.5%
MDB vs VALE
+209.6%
+807.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | -4.5% | -1.8% | -2.7% | -4.1% |
| 30D | -14.0% | +6.7% | -20.6% | -16.0% |
| 3M | +5.3% | +4.9% | +0.4% | +3.1% |
| 6M | +31.9% | +3.6% | +28.3% | +29.2% |
| YTD | -14.6% | +21.9% | -36.5% | -20.7% |
| 1Y | +8.2% | +61.6% | -53.3% | -7.7% |
| 3Y | -5.0% | +52.1% | -57.1% | -18.8% |
| 5Y | -24.5% | +43.2% | -67.7% | -36.0% |
| All | +1,017.5% | +209.6% | +807.9% | +572.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling