+129.9%
MRK vs VALE
+40.3%
+89.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +8.3% | +8.6% | -0.3% | +7.7% |
| 3M | +20.0% | +2.0% | +18.1% | +19.8% |
| 6M | +25.7% | +2.1% | +23.6% | +25.2% |
| YTD | +38.7% | +20.2% | +18.5% | +36.7% |
| 1Y | +74.7% | +55.2% | +19.5% | +69.4% |
| 3Y | +45.4% | +45.9% | -0.5% | +40.3% |
| All | +129.9% | +40.3% | +89.6% | +127.6% |
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