+211.7%
MRSH vs VALE
+526.3%
-314.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -6.3% | +8.6% | -15.0% | -7.4% |
| 3M | +5.8% | +2.0% | +3.8% | +5.3% |
| 6M | +2.8% | +2.1% | +0.7% | +1.9% |
| YTD | -3.1% | +20.2% | -23.3% | -6.5% |
| 1Y | -11.3% | +55.2% | -66.4% | -17.7% |
| 3Y | -5.0% | +45.9% | -50.9% | -12.1% |
| 5Y | +19.2% | +41.4% | -22.2% | +7.9% |
| All | +211.7% | +526.3% | -314.7% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling