+145.7%
MP vs VALE
+4.4%
+141.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | +1.3% | +1.0% | +1.5% |
| 30D | -15.3% | -14.3% | -0.9% | -5.8% |
| 3M | -33.5% | -16.8% | -16.7% | -24.7% |
| 6M | -45.5% | -30.2% | -15.3% | -29.7% |
| YTD | -27.3% | -8.6% | -18.7% | -22.7% |
| 1Y | -40.7% | +1.6% | -42.3% | -41.7% |
| All | +145.7% | +4.4% | +141.2% | +152.8% |
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 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