-34.6%
MP vs VALE
+3.0%
-37.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.1% | -9.2% | -7.8% |
| 7D | -12.5% | -0.3% | -12.2% | -12.6% |
| 30D | -23.3% | -19.2% | -4.1% | -10.8% |
| 3M | -24.4% | -20.7% | -3.6% | -11.1% |
| 6M | -45.8% | -25.8% | -20.0% | -32.6% |
| YTD | -28.9% | -9.8% | -19.1% | -20.1% |
| 1Y | -34.6% | +3.7% | -38.3% | -30.6% |
| All | -34.6% | +3.0% | -37.6% | -30.6% |
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