+1,847.4%
MRVL vs VALE
+528.4%
+1,319.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.1% |
| 7D | +8.7% | -0.2% | +8.9% | +8.7% |
| 30D | +6.9% | +9.7% | -2.8% | +3.4% |
| 3M | -10.1% | +5.3% | -15.4% | -11.6% |
| 6M | +143.4% | +0.5% | +142.9% | +144.2% |
| YTD | +167.5% | +20.6% | +146.9% | +150.8% |
| 1Y | +239.0% | +57.6% | +181.4% | +191.2% |
| 3Y | +311.0% | +50.6% | +260.4% | +253.2% |
| 5Y | +278.0% | +41.8% | +236.1% | +220.6% |
| All | +1,847.4% | +528.4% | +1,319.0% | +1,090.7% |
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