+27.0%
MMM vs VALE
+41.9%
-14.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -1.6% | +2.9% | -4.5% | -2.2% |
| 30D | -8.0% | +8.8% | -16.8% | -9.6% |
| 3M | +9.4% | +6.8% | +2.6% | +7.8% |
| 6M | +10.2% | +6.9% | +3.3% | +8.5% |
| YTD | +6.1% | +22.8% | -16.7% | +1.5% |
| 1Y | +10.8% | +61.3% | -50.5% | +0.6% |
| 3Y | +104.8% | +53.3% | +51.5% | +84.2% |
| 5Y | +27.0% | +44.9% | -17.8% | +14.4% |
| All | +27.0% | +41.9% | -14.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling