+82.3%
MET vs VALE
+43.3%
+39.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -0.8% | -1.8% | +1.1% | -0.4% |
| 30D | -1.4% | +6.7% | -8.0% | -2.7% |
| 3M | +12.5% | +4.9% | +7.6% | +11.2% |
| 6M | +37.1% | +3.6% | +33.5% | +35.5% |
| YTD | +23.8% | +21.9% | +1.9% | +17.8% |
| 1Y | +24.1% | +61.6% | -37.4% | +11.2% |
| 3Y | +65.2% | +52.1% | +13.1% | +47.4% |
| 5Y | +82.3% | +43.2% | +39.1% | +60.4% |
| All | +82.3% | +43.3% | +39.0% | +60.4% |
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 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