+94.5%
MO vs VALE
+45.8%
+48.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +5.8% | +9.7% | -4.0% | +6.0% |
| 3M | -4.5% | +5.3% | -9.8% | -4.3% |
| 6M | +5.7% | +0.5% | +5.2% | +5.8% |
| YTD | +23.1% | +20.6% | +2.5% | +23.1% |
| 1Y | +10.9% | +57.6% | -46.7% | +10.4% |
| All | +94.5% | +45.8% | +48.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling