+290.9%
MRVL vs VALE
+43.3%
+247.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.0% | +4.6% |
| 7D | +13.8% | -1.8% | +15.7% | +14.6% |
| 30D | +12.7% | +6.7% | +6.0% | +9.6% |
| 3M | -11.9% | +4.9% | -16.8% | -13.5% |
| 6M | +153.8% | +3.6% | +150.3% | +151.7% |
| YTD | +177.0% | +21.9% | +155.1% | +157.1% |
| 1Y | +252.3% | +61.6% | +190.8% | +196.4% |
| 3Y | +325.5% | +52.1% | +273.4% | +259.0% |
| 5Y | +290.9% | +43.2% | +247.7% | +275.0% |
| All | +290.9% | +43.3% | +247.6% | +275.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling