+156.5%
MTZ vs VALE
+49.2%
+107.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | +1.6% | -3.2% | -2.2% |
| 30D | -11.1% | +5.1% | -16.2% | -12.9% |
| 3M | -36.7% | -0.4% | -36.3% | -36.8% |
| 6M | -21.9% | -2.2% | -19.7% | -21.8% |
| YTD | +9.1% | +20.5% | -11.4% | +0.9% |
| 1Y | +30.0% | +61.2% | -31.2% | +8.5% |
| All | +156.5% | +49.2% | +107.3% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling