+237.4%
MP vs VALE
+104.1%
+133.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | -19.0% | +2.4% | -21.4% | -20.3% |
| 30D | -30.5% | -18.7% | -11.8% | -22.1% |
| 3M | -29.6% | -21.2% | -8.4% | -19.9% |
| 6M | -50.4% | -26.1% | -24.4% | -41.3% |
| YTD | -33.2% | -9.6% | -23.6% | -29.2% |
| 1Y | -38.6% | +0.7% | -39.3% | -38.8% |
| 3Y | +105.5% | +3.3% | +102.1% | +99.0% |
| 5Y | -7.8% | +49.4% | -57.2% | -26.3% |
| All | +237.4% | +104.1% | +133.3% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling