+189.8%
MU vs VALE
+5.1%
+184.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +4.2% |
| 7D | -12.0% | +5.6% | -17.6% | -15.1% |
| 30D | -28.7% | -12.1% | -16.6% | -22.3% |
| 3M | -16.4% | -16.3% | -0.1% | -6.7% |
| 6M | -1.8% | -26.0% | +24.2% | +19.3% |
| YTD | +157.1% | -5.5% | +162.6% | +197.5% |
| All | +189.8% | +5.1% | +184.6% | +237.1% |
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