+1,049.8%
MDB vs VALE
+206.2%
+843.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -17.4% | +1.6% | -19.0% | -18.0% |
| 30D | -2.0% | +5.1% | -7.1% | -3.9% |
| 3M | -3.0% | -0.4% | -2.6% | -3.5% |
| 6M | +48.7% | -2.2% | +50.9% | +47.9% |
| YTD | -12.1% | +20.5% | -32.7% | -18.1% |
| 1Y | +14.5% | +61.2% | -46.7% | -2.3% |
| 3Y | -6.1% | +43.1% | -49.3% | -18.3% |
| 5Y | -27.3% | +34.0% | -61.3% | -37.2% |
| All | +1,049.8% | +206.2% | +843.6% | +594.4% |
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