+492.6%
MTZ vs VALE
+223.9%
+268.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +7.5% |
| 7D | -2.4% | +5.6% | -8.0% | -4.4% |
| 30D | -11.1% | -12.1% | +1.0% | -7.4% |
| 3M | -30.6% | -16.3% | -14.3% | -26.8% |
| 6M | -54.4% | -26.0% | -28.4% | -49.9% |
| YTD | -13.0% | -5.5% | -7.5% | -12.4% |
| 1Y | -5.7% | +6.7% | -12.4% | -8.8% |
| 3Y | +297.2% | +10.2% | +287.0% | +273.8% |
| 5Y | +95.9% | +49.7% | +46.2% | +57.8% |
| 10Y | +492.6% | +222.3% | +270.4% | +304.4% |
| All | +492.6% | +223.9% | +268.7% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling