+534.5%
MPC vs VALE
+49.7%
+484.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -16.2% | +1.8% | -17.9% | -16.7% |
| 30D | -15.7% | -14.8% | -0.9% | -12.2% |
| 3M | +24.9% | -19.0% | +43.9% | +31.5% |
| 6M | +52.7% | -27.7% | +80.4% | +65.4% |
| YTD | +131.9% | -8.5% | +140.4% | +129.5% |
| 1Y | +96.6% | +2.6% | +94.0% | +86.8% |
| 3Y | +163.8% | +4.0% | +159.7% | +144.6% |
| All | +534.5% | +49.7% | +484.8% | +394.5% |
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