+265.1%
MU vs VALE
+3.0%
+262.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -9.6% |
| 7D | -19.1% | -0.3% | -18.8% | -19.1% |
| 30D | -25.2% | -19.2% | -6.0% | -13.7% |
| 3M | -10.9% | -20.7% | +9.8% | +3.5% |
| 6M | +38.0% | -25.8% | +63.8% | +69.8% |
| YTD | +178.8% | -9.8% | +188.6% | +220.1% |
| 1Y | +265.1% | +3.7% | +261.5% | +241.5% |
| All | +265.1% | +3.0% | +262.2% | +241.5% |
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