-4.8%
MDB vs VALE
-2.8%
-2.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +6.8% | -3.2% | +10.0% | +6.9% |
| 30D | -6.2% | -15.1% | +8.9% | -5.5% |
| 3M | -29.2% | -18.7% | -10.5% | -29.4% |
| 6M | +10.3% | -31.5% | +41.8% | +13.8% |
| YTD | -20.4% | -11.4% | -8.9% | -20.3% |
| 1Y | -4.8% | -1.9% | -3.0% | -6.3% |
| All | -4.8% | -2.8% | -2.0% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling