+74.8%
MTZ vs VALE
+49.7%
+25.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.2% | +8.3% | +9.2% |
| 7D | -6.4% | +1.8% | -8.2% | -7.1% |
| 30D | -22.1% | -14.8% | -7.2% | -18.4% |
| 3M | -32.7% | -19.0% | -13.7% | -28.7% |
| 6M | -59.8% | -27.7% | -32.1% | -56.0% |
| YTD | -19.9% | -8.5% | -11.4% | -18.5% |
| 1Y | -11.5% | +2.6% | -14.1% | -12.8% |
| 3Y | +258.1% | +4.0% | +254.1% | +244.8% |
| All | +74.8% | +49.7% | +25.1% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling