+229.9%
MDT vs VALE
+2,320.2%
-2,090.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.2% |
| 7D | +0.4% | +2.9% | -2.5% | -0.1% |
| 30D | +6.0% | +8.8% | -2.8% | +4.5% |
| 3M | +15.5% | +6.8% | +8.8% | +14.1% |
| 6M | +3.4% | +6.9% | -3.5% | +1.9% |
| YTD | -2.2% | +22.8% | -25.0% | -5.9% |
| 1Y | +2.6% | +61.3% | -58.7% | -5.5% |
| 3Y | +27.5% | +53.3% | -25.8% | +17.1% |
| 5Y | -20.1% | +44.9% | -64.9% | -27.7% |
| 10Y | +39.1% | +486.8% | -447.7% | -4.1% |
| All | +229.9% | +2,320.2% | -2,090.3% | +67.7% |
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