+209,715.7%
MNST vs VALE
+2,275.1%
+207,440.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -6.5% | +1.6% | -8.1% | -6.8% |
| 30D | -7.2% | +5.1% | -12.3% | -8.3% |
| 3M | -1.0% | -0.4% | -0.6% | -1.2% |
| 6M | +11.5% | -2.2% | +13.7% | +11.5% |
| YTD | +14.3% | +20.5% | -6.2% | +9.0% |
| 1Y | +38.1% | +61.2% | -23.1% | +23.5% |
| 3Y | +55.0% | +43.1% | +11.8% | +39.8% |
| 5Y | +79.6% | +34.0% | +45.7% | +58.0% |
| 10Y | +241.8% | +469.7% | -227.9% | +94.9% |
| All | +209,715.7% | +2,275.1% | +207,440.6% | +78,011.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling