+45.3%
MO vs VALE
+3.0%
+42.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.8% |
| 7D | +6.9% | -0.3% | +7.2% | +6.8% |
| 30D | +14.9% | -19.2% | +34.1% | +12.5% |
| 3M | +16.4% | -20.7% | +37.2% | +13.7% |
| 6M | +9.6% | -25.8% | +35.4% | +7.0% |
| YTD | +41.8% | -9.8% | +51.6% | +39.0% |
| 1Y | +45.3% | +3.7% | +41.7% | +43.3% |
| All | +45.3% | +3.0% | +42.3% | +43.3% |
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