+228.8%
MU vs VALE
-2.8%
+231.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +12.8% | -3.2% | +16.0% | +15.1% |
| 30D | -14.9% | -15.1% | +0.2% | -5.5% |
| 3M | -18.0% | -18.7% | +0.7% | -7.1% |
| 6M | -3.1% | -31.5% | +28.4% | +23.2% |
| YTD | +172.9% | -11.4% | +184.3% | +233.4% |
| 1Y | +228.8% | -1.9% | +230.7% | +308.2% |
| All | +228.8% | -2.8% | +231.6% | +308.2% |
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