+4.1%
MDLZ vs VALE
+60.7%
-56.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.7% | +1.6% | -3.3% | -1.7% |
| 30D | -2.1% | +5.1% | -7.2% | -1.9% |
| 3M | +1.3% | -0.4% | +1.7% | +1.6% |
| 6M | +6.2% | -2.2% | +8.4% | +5.9% |
| YTD | +15.8% | +20.5% | -4.7% | +17.4% |
| 1Y | +4.1% | +61.2% | -57.1% | +12.8% |
| All | +4.1% | +60.7% | -56.6% | +12.8% |
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