+1,135.3%
MPC vs VALE
+200.9%
+934.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.1% |
| 30D | -12.2% | -14.3% | +2.2% | -7.0% |
| 3M | +20.1% | -16.8% | +36.9% | +28.1% |
| 6M | +60.6% | -30.2% | +90.8% | +82.4% |
| YTD | +150.6% | -8.6% | +159.2% | +149.8% |
| 1Y | +104.7% | +1.6% | +103.0% | +94.5% |
| 3Y | +194.5% | +4.1% | +190.4% | +170.5% |
| 5Y | +582.3% | +38.7% | +543.6% | +419.1% |
| 10Y | +1,135.3% | +214.6% | +920.7% | +568.2% |
| All | +1,135.3% | +200.9% | +934.4% | +568.2% |
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