+954.3%
MDB vs VALE
+132.2%
+822.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.0% | +1.3% | +1.7% | +2.6% |
| 30D | -11.3% | -14.3% | +3.0% | -7.6% |
| 3M | -23.0% | -16.8% | -6.2% | -19.6% |
| 6M | +14.8% | -30.2% | +45.0% | +25.7% |
| YTD | -19.4% | -8.6% | -10.8% | -19.1% |
| 1Y | -9.0% | +1.6% | -10.6% | -11.6% |
| 3Y | -10.3% | +4.1% | -14.4% | -14.8% |
| 5Y | -38.4% | +38.7% | -77.0% | -47.1% |
| All | +954.3% | +132.2% | +822.1% | +585.5% |
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