+1,950.7%
MU vs VALE
+1,702.7%
+248.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.6% |
| 7D | -22.0% | +1.8% | -23.8% | -22.7% |
| 30D | -36.6% | -14.8% | -21.7% | -32.4% |
| 3M | -21.7% | -19.0% | -2.7% | -15.2% |
| 6M | +3.5% | -27.7% | +31.3% | +18.5% |
| YTD | +141.9% | -8.5% | +150.4% | +150.8% |
| 1Y | +189.8% | +2.6% | +187.2% | +185.9% |
| 3Y | +855.4% | +4.0% | +851.3% | +830.7% |
| 5Y | +869.2% | +51.2% | +817.9% | +658.2% |
| 10Y | +4,142.8% | +263.0% | +3,879.8% | +1,939.7% |
| All | +1,950.7% | +1,702.7% | +248.0% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling