+2,213.9%
MO vs VALE
+2,320.2%
-106.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -2.0% | +2.9% | -4.9% | -2.4% |
| 30D | -0.3% | +8.8% | -9.1% | -1.4% |
| 3M | -2.9% | +6.8% | -9.7% | -4.0% |
| 6M | +5.8% | +6.9% | -1.1% | +4.4% |
| YTD | +22.0% | +22.8% | -0.8% | +18.0% |
| 1Y | +10.7% | +61.3% | -50.6% | +3.2% |
| 3Y | +94.4% | +53.3% | +41.1% | +80.5% |
| 5Y | +97.2% | +44.9% | +52.3% | +80.8% |
| 10Y | +103.0% | +486.8% | -383.8% | +47.6% |
| All | +2,213.9% | +2,320.2% | -106.3% | +1,229.8% |
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