+39.3%
MTZ vs VALE
+61.4%
-22.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.0% |
| 7D | +3.6% | +2.9% | +0.6% | +2.3% |
| 30D | -9.6% | +8.8% | -18.4% | -12.9% |
| 3M | -31.9% | +6.8% | -38.7% | -33.8% |
| 6M | -13.8% | +6.9% | -20.7% | -16.6% |
| YTD | +13.3% | +22.8% | -9.6% | -0.6% |
| 1Y | +39.3% | +61.3% | -22.0% | +5.0% |
| All | +39.3% | +61.4% | -22.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling