+210.3%
MRVL vs VALE
+1.7%
+208.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.3% |
| 7D | +23.1% | -1.5% | +24.6% | +24.2% |
| 30D | -38.8% | -15.6% | -23.2% | -33.3% |
| 3M | -24.2% | -19.5% | -4.7% | -15.7% |
| 6M | 0.0% | -31.9% | +31.9% | +20.8% |
| YTD | +93.8% | -11.0% | +104.8% | +106.2% |
| 1Y | +84.4% | -2.1% | +86.5% | +87.8% |
| All | +210.3% | +1.7% | +208.5% | +210.8% |
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