-15.1%
MP vs VALE
+49.7%
-64.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.2% |
| 7D | -10.5% | +1.8% | -12.3% | -11.6% |
| 30D | -23.5% | -14.8% | -8.7% | -16.0% |
| 3M | -25.4% | -19.0% | -6.4% | -15.7% |
| 6M | -51.3% | -27.7% | -23.5% | -40.8% |
| YTD | -29.9% | -8.5% | -21.4% | -26.0% |
| 1Y | -31.8% | +2.6% | -34.5% | -33.0% |
| 3Y | +127.0% | +4.0% | +123.0% | +117.7% |
| All | -15.1% | +49.7% | -64.7% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling