+198.5%
MPC vs VALE
+1.7%
+196.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +2.9% |
| 7D | +9.4% | -1.5% | +10.9% | +9.7% |
| 30D | -13.4% | -15.6% | +2.2% | -10.9% |
| 3M | +18.9% | -19.5% | +38.4% | +23.1% |
| 6M | +64.9% | -31.9% | +96.8% | +76.4% |
| YTD | +156.8% | -11.0% | +167.8% | +150.8% |
| 1Y | +113.2% | -2.1% | +115.3% | +101.4% |
| All | +198.5% | +1.7% | +196.7% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling