+1,691.9%
MRVL vs VALE
+1,645.1%
+46.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.1% | -4.5% |
| 7D | +11.0% | -3.2% | +14.2% | +12.3% |
| 30D | -36.1% | -15.1% | -21.0% | -32.5% |
| 3M | -29.4% | -18.7% | -10.7% | -24.5% |
| 6M | -11.9% | -31.5% | +19.6% | +0.3% |
| YTD | +84.8% | -11.4% | +96.2% | +92.0% |
| 1Y | +79.4% | -1.9% | +81.3% | +80.2% |
| 3Y | +195.7% | +1.7% | +194.1% | +189.9% |
| 5Y | +117.2% | +35.4% | +81.7% | +86.9% |
| 10Y | +1,193.7% | +204.8% | +988.9% | +665.9% |
| All | +1,691.9% | +1,645.1% | +46.8% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling