+46.1%
MRK vs VALE
+45.8%
+0.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +11.0% | +9.7% | +1.2% | +9.8% |
| 3M | +22.4% | +5.3% | +17.1% | +21.5% |
| 6M | +25.4% | +0.5% | +24.8% | +24.9% |
| YTD | +39.5% | +20.6% | +18.9% | +35.5% |
| 1Y | +78.0% | +57.6% | +20.4% | +67.9% |
| All | +46.1% | +45.8% | +0.3% | +36.0% |
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