+1,106.2%
MPC vs VALE
+223.9%
+882.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.3% | +3.3% |
| 7D | -9.4% | +5.6% | -15.0% | -11.5% |
| 30D | -14.3% | -12.1% | -2.2% | -10.1% |
| 3M | +31.1% | -16.3% | +47.4% | +39.4% |
| 6M | +60.3% | -26.0% | +86.2% | +77.9% |
| YTD | +142.5% | -5.5% | +148.0% | +138.7% |
| 1Y | +104.6% | +6.7% | +97.9% | +90.7% |
| 3Y | +191.7% | +10.2% | +181.6% | +162.0% |
| 5Y | +549.2% | +49.7% | +499.5% | +377.9% |
| 10Y | +1,106.2% | +222.3% | +884.0% | +550.1% |
| All | +1,106.2% | +223.9% | +882.3% | +550.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling