+719.8%
MU vs VALE
+60.7%
+659.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.3% |
| 7D | +9.0% | +1.6% | +7.4% | +7.5% |
| 30D | +13.8% | +5.1% | +8.7% | +8.8% |
| 3M | +2.1% | -0.4% | +2.5% | +2.5% |
| 6M | +153.8% | -2.2% | +156.0% | +157.5% |
| YTD | +256.4% | +20.5% | +235.9% | +214.8% |
| 1Y | +719.8% | +61.2% | +658.6% | +396.7% |
| All | +719.8% | +60.7% | +659.1% | +396.7% |
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