+54.7%
MMM vs VALE
+493.0%
-438.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -2.6% | -1.8% | -0.7% | -2.2% |
| 30D | -9.3% | +6.7% | -15.9% | -10.7% |
| 3M | +5.6% | +4.9% | +0.7% | +4.2% |
| 6M | +9.5% | +3.6% | +5.9% | +8.2% |
| YTD | +4.1% | +21.9% | -17.7% | -0.9% |
| 1Y | +9.4% | +61.6% | -52.2% | -2.3% |
| 3Y | +101.0% | +52.1% | +48.8% | +79.3% |
| 5Y | +26.1% | +43.2% | -17.1% | +10.2% |
| 10Y | +54.7% | +521.5% | -466.8% | +2.2% |
| All | +54.7% | +493.0% | -438.2% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling