+2,454.8%
MRVL vs VALE
+2,275.1%
+179.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.3% | +7.1% |
| 7D | +3.2% | +1.6% | +1.6% | +2.5% |
| 30D | +5.9% | +5.1% | +0.8% | +4.0% |
| 3M | -29.3% | -0.4% | -28.9% | -29.0% |
| 6M | +186.5% | -2.2% | +188.7% | +189.7% |
| YTD | +163.4% | +20.5% | +142.9% | +147.1% |
| 1Y | +249.5% | +61.2% | +188.3% | +197.9% |
| 3Y | +289.4% | +43.1% | +246.2% | +240.3% |
| 5Y | +270.2% | +34.0% | +236.3% | +218.2% |
| 10Y | +1,748.8% | +469.7% | +1,279.2% | +781.7% |
| All | +2,454.8% | +2,275.1% | +179.8% | +301.2% |
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