+6,802.6%
MELI vs VALE
+100.9%
+6,701.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -1.7% | +9.7% | -11.5% | -5.6% |
| 3M | +20.0% | +5.3% | +14.8% | +16.6% |
| 6M | +9.4% | +0.5% | +8.9% | +7.8% |
| YTD | -5.4% | +20.6% | -26.0% | -14.4% |
| 1Y | -18.8% | +57.6% | -76.4% | -34.6% |
| 3Y | +33.5% | +50.6% | -17.1% | +6.1% |
| 5Y | +3.2% | +41.8% | -38.7% | -19.5% |
| 10Y | +967.9% | +515.1% | +452.8% | +267.1% |
| All | +6,802.6% | +100.9% | +6,701.6% | +2,789.5% |
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