+640.8%
MU vs VALE
+59.7%
+581.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -3.1% |
| 7D | +7.2% | +2.9% | +4.2% | +4.7% |
| 30D | +14.0% | +8.8% | +5.2% | +6.0% |
| 3M | +5.4% | +6.8% | -1.4% | +0.4% |
| 6M | +170.3% | +6.9% | +163.4% | +156.9% |
| YTD | +250.7% | +22.8% | +227.8% | +205.0% |
| All | +640.8% | +59.7% | +581.1% | +346.6% |
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