+553.8%
MET vs VALE
+2,275.1%
-1,721.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +1.2% | +1.6% | -0.4% | +0.5% |
| 30D | +1.4% | +5.1% | -3.7% | -0.7% |
| 3M | +17.7% | -0.4% | +18.1% | +17.2% |
| 6M | +35.0% | -2.2% | +37.2% | +34.7% |
| YTD | +26.3% | +20.5% | +5.7% | +15.7% |
| 1Y | +22.8% | +61.2% | -38.4% | +0.7% |
| 3Y | +65.9% | +43.1% | +22.8% | +38.4% |
| 5Y | +85.4% | +34.0% | +51.4% | +48.7% |
| 10Y | +253.7% | +469.7% | -216.0% | +41.2% |
| All | +553.8% | +2,275.1% | -1,721.2% | +85.7% |
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