+567.2%
MRK vs VALE
+2,320.2%
-1,753.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -0.9% | +2.9% | -3.8% | -1.4% |
| 30D | +15.5% | +8.8% | +6.7% | +14.0% |
| 3M | +25.1% | +6.8% | +18.3% | +23.7% |
| 6M | +30.1% | +6.9% | +23.2% | +28.3% |
| YTD | +43.1% | +22.8% | +20.3% | +37.8% |
| 1Y | +82.5% | +61.3% | +21.2% | +68.4% |
| 3Y | +49.3% | +53.3% | -4.0% | +37.2% |
| 5Y | +130.3% | +44.9% | +85.4% | +107.3% |
| 10Y | +234.3% | +486.8% | -252.4% | +120.1% |
| All | +567.2% | +2,320.2% | -1,753.0% | +205.0% |
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 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