-15.0%
MP vs VALE
+60.7%
-75.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -2.9% | +1.6% | -4.4% | -4.1% |
| 30D | +13.8% | +5.1% | +8.7% | +9.4% |
| 3M | -16.7% | -0.4% | -16.3% | -16.6% |
| 6M | -11.5% | -2.2% | -9.3% | -10.5% |
| YTD | +7.9% | +20.5% | -12.6% | -4.3% |
| 1Y | -15.0% | +61.2% | -76.2% | -46.0% |
| All | -15.0% | +60.7% | -75.7% | -46.0% |
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