+36.1%
MRNA vs VALE
+45.4%
-9.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +126.1% | +8.6% | +117.5% | +115.1% |
| 3M | +190.0% | +2.0% | +188.0% | +183.3% |
| 6M | +157.2% | +2.1% | +155.1% | +150.3% |
| YTD | +388.2% | +20.2% | +368.0% | +336.2% |
| 1Y | +467.0% | +55.2% | +411.9% | +345.0% |
| 3Y | +36.1% | +45.9% | -9.8% | +9.3% |
| All | +36.1% | +45.4% | -9.3% | +9.3% |
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