+1,779.8%
MRVL vs VALE
+1,654.5%
+125.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.7% |
| 7D | +23.1% | -1.5% | +24.6% | +23.9% |
| 30D | -38.8% | -15.6% | -23.2% | -35.2% |
| 3M | -24.2% | -19.5% | -4.7% | -18.6% |
| 6M | 0.0% | -31.9% | +31.9% | +14.0% |
| YTD | +93.8% | -11.0% | +104.8% | +101.1% |
| 1Y | +84.4% | -2.1% | +86.5% | +85.4% |
| 3Y | +203.6% | +1.4% | +202.2% | +197.9% |
| 5Y | +127.8% | +36.2% | +91.7% | +95.7% |
| 10Y | +1,257.2% | +206.4% | +1,050.8% | +702.0% |
| All | +1,779.8% | +1,654.5% | +125.3% | +226.5% |
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