+3,101.0%
MPC vs VALE
+31.8%
+3,069.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | +1.6% | +3.8% | +4.9% |
| 30D | +31.0% | +5.1% | +25.8% | +28.5% |
| 3M | +46.0% | -0.4% | +46.4% | +45.3% |
| 6M | +77.3% | -2.2% | +79.5% | +75.8% |
| YTD | +141.9% | +20.5% | +121.4% | +122.2% |
| 1Y | +120.9% | +61.2% | +59.7% | +83.2% |
| 3Y | +182.7% | +43.1% | +139.5% | +139.1% |
| 5Y | +646.4% | +34.0% | +612.5% | +522.3% |
| 10Y | +1,138.7% | +469.7% | +669.1% | +538.5% |
| All | +3,101.0% | +31.8% | +3,069.2% | +2,981.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling