+36.9%
MNST vs VALE
+61.4%
-24.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.8% |
| 7D | -4.1% | +2.9% | -7.0% | -4.5% |
| 30D | -4.5% | +8.8% | -13.3% | -5.6% |
| 3M | -2.5% | +6.8% | -9.2% | -3.4% |
| 6M | +14.1% | +6.9% | +7.2% | +13.5% |
| YTD | +12.6% | +22.8% | -10.3% | +17.1% |
| 1Y | +36.9% | +61.3% | -24.3% | +52.7% |
| All | +36.9% | +61.4% | -24.5% | +52.7% |
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