+123.2%
MPC vs VALE
+61.4%
+61.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.4% |
| 7D | +3.9% | +2.9% | +0.9% | +4.0% |
| 30D | +33.8% | +8.8% | +25.0% | +34.2% |
| 3M | +49.9% | +6.8% | +43.1% | +50.5% |
| 6M | +80.9% | +6.9% | +74.0% | +79.0% |
| YTD | +147.4% | +22.8% | +124.6% | +134.4% |
| 1Y | +123.2% | +61.3% | +61.9% | +100.1% |
| All | +123.2% | +61.4% | +61.8% | +100.1% |
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 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