+10.9%
MMM vs VALE
-1.6%
+12.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.9% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +14.4% | -15.6% | +30.1% | +18.0% |
| 3M | +1.8% | -19.5% | +21.3% | +5.9% |
| 6M | +31.3% | -31.9% | +63.2% | +42.2% |
| YTD | +18.0% | -11.0% | +28.9% | +20.3% |
| 1Y | +10.9% | -2.1% | +13.0% | +10.0% |
| All | +10.9% | -1.6% | +12.5% | +10.0% |
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