+82.7%
MRVL vs VALE
+3.0%
+79.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.1% | -11.2% | -9.5% |
| 7D | -36.5% | -0.3% | -36.2% | -36.4% |
| 30D | -41.1% | -19.2% | -21.9% | -32.9% |
| 3M | -26.9% | -20.7% | -6.2% | -16.2% |
| 6M | -2.3% | -25.8% | +23.5% | +17.3% |
| YTD | +88.4% | -9.8% | +98.1% | +93.4% |
| 1Y | +82.7% | +3.7% | +79.1% | +42.9% |
| All | +82.7% | +3.0% | +79.8% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling