+23.0%
MMM vs VALE
+3.0%
+20.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.1% | +5.4% | +8.7% |
| 7D | +12.2% | -0.3% | +12.6% | +12.2% |
| 30D | +18.8% | -19.2% | +38.1% | +24.0% |
| 3M | +7.4% | -20.7% | +28.1% | +12.3% |
| 6M | +38.3% | -25.8% | +64.1% | +46.7% |
| YTD | +22.9% | -9.8% | +32.6% | +24.0% |
| 1Y | +23.0% | +3.7% | +19.3% | +16.2% |
| All | +23.0% | +3.0% | +20.0% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling