+6,169.9%
MU vs VALE
+493.0%
+5,677.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +3.1% |
| 7D | +7.5% | -1.8% | +9.3% | +8.2% |
| 30D | +19.4% | +6.7% | +12.7% | +16.0% |
| 3M | +9.8% | +4.9% | +4.9% | +8.0% |
| 6M | +164.1% | +3.6% | +160.6% | +160.8% |
| YTD | +260.3% | +21.9% | +238.4% | +234.7% |
| 1Y | +661.2% | +61.6% | +599.6% | +534.3% |
| 3Y | +1,380.8% | +52.1% | +1,328.7% | +1,146.6% |
| 5Y | +1,346.4% | +43.2% | +1,303.2% | +1,076.3% |
| 10Y | +6,169.9% | +521.5% | +5,648.4% | +3,083.4% |
| All | +6,169.9% | +493.0% | +5,677.0% | +3,083.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling