+2,317.6%
MTZ vs VALE
+1,701.1%
+616.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.1% | -3.2% |
| 7D | -8.7% | +5.5% | -14.2% | -10.6% |
| 30D | -15.0% | -15.0% | 0.0% | -10.1% |
| 3M | -32.6% | -20.0% | -12.6% | -27.5% |
| 6M | -56.3% | -28.4% | -28.0% | -51.2% |
| YTD | -16.8% | -8.6% | -8.2% | -15.2% |
| 1Y | -10.0% | +2.0% | -12.0% | -11.9% |
| 3Y | +267.1% | +4.1% | +263.0% | +250.5% |
| 5Y | +89.9% | +46.4% | +43.4% | +51.9% |
| 10Y | +442.2% | +202.4% | +239.8% | +197.3% |
| All | +2,317.6% | +1,701.1% | +616.5% | +404.0% |
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 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