-43.2%
MDB vs VALE
+48.9%
-92.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.4% | +3.7% |
| 7D | -0.9% | +5.6% | -6.5% | -2.6% |
| 30D | -15.2% | -12.1% | -3.1% | -12.0% |
| 3M | -17.9% | -16.3% | -1.6% | -14.2% |
| 6M | +9.3% | -26.0% | +35.3% | +18.6% |
| YTD | -22.0% | -5.5% | -16.5% | -22.9% |
| 1Y | -9.3% | +6.7% | -16.0% | -14.3% |
| 3Y | -10.4% | +10.2% | -20.5% | -18.0% |
| 5Y | -43.2% | +49.7% | -93.0% | -48.9% |
| All | -43.2% | +48.9% | -92.1% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling