+642.2%
MPC vs VALE
+34.7%
+607.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | +1.6% | +3.8% | +5.0% |
| 30D | +31.0% | +5.1% | +25.8% | +28.9% |
| 3M | +46.0% | -0.4% | +46.4% | +45.6% |
| 6M | +77.3% | -2.2% | +79.5% | +76.1% |
| YTD | +141.9% | +20.5% | +121.4% | +123.0% |
| 1Y | +120.9% | +61.2% | +59.7% | +84.2% |
| 3Y | +182.7% | +43.1% | +139.5% | +139.9% |
| All | +642.2% | +34.7% | +607.6% | +551.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling