+591.6%
MET vs VALE
+1,645.1%
-1,053.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +4.5% | -3.2% | +7.6% | +5.7% |
| 30D | +3.5% | -15.1% | +18.6% | +9.5% |
| 3M | +5.9% | -18.7% | +24.6% | +13.4% |
| 6M | +33.1% | -31.5% | +64.5% | +51.0% |
| YTD | +33.6% | -11.4% | +45.0% | +36.2% |
| 1Y | +32.7% | -1.9% | +34.5% | +30.1% |
| 3Y | +85.0% | +1.7% | +83.4% | +74.4% |
| 5Y | +85.6% | +35.4% | +50.2% | +47.2% |
| 10Y | +198.8% | +204.8% | -6.0% | +52.0% |
| All | +591.6% | +1,645.1% | -1,053.6% | +118.7% |
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