+117.2%
MPC vs VALE
+3.0%
+114.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +4.1% | -12.2% | -7.8% |
| 7D | -10.9% | -0.3% | -10.6% | -10.8% |
| 30D | -9.4% | -19.2% | +9.8% | -10.5% |
| 3M | +26.0% | -20.7% | +46.7% | +24.4% |
| 6M | +56.5% | -25.8% | +82.3% | +54.6% |
| YTD | +144.3% | -9.8% | +154.0% | +134.4% |
| 1Y | +117.2% | +3.7% | +113.6% | +104.5% |
| All | +117.2% | +3.0% | +114.3% | +104.5% |
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