-41.1%
MP vs VALE
+1.0%
-42.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.2% | -1.2% |
| 7D | -3.6% | +5.5% | -9.1% | -7.1% |
| 30D | -21.0% | -15.0% | -6.0% | -11.3% |
| 3M | -33.3% | -20.0% | -13.3% | -21.9% |
| 6M | -45.9% | -28.4% | -17.5% | -30.7% |
| YTD | -27.8% | -8.6% | -19.2% | -20.5% |
| All | -41.1% | +1.0% | -42.1% | -37.7% |
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