+75.6%
MMM vs VALE
+204.8%
-129.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | +11.7% | -15.1% | +26.7% | +15.6% |
| 3M | +1.0% | -18.7% | +19.7% | +5.4% |
| 6M | +26.0% | -31.5% | +57.5% | +36.2% |
| YTD | +16.3% | -11.4% | +27.8% | +18.3% |
| 1Y | +9.6% | -1.9% | +11.5% | +8.9% |
| 3Y | +157.3% | +1.7% | +155.6% | +150.0% |
| 5Y | +42.5% | +35.4% | +7.1% | +25.4% |
| All | +75.6% | +204.8% | -129.2% | +34.8% |
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