+1,272.2%
MUU vs VALE
+20.2%
+1,252.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.5% |
| 7D | +24.7% | -3.2% | +27.9% | +30.8% |
| 30D | -35.1% | -15.1% | -20.1% | -19.7% |
| 3M | -44.3% | -18.7% | -25.6% | -28.0% |
| 6M | -44.4% | -31.5% | -13.0% | -3.7% |
| YTD | +244.9% | -11.4% | +256.4% | +320.1% |
| 1Y | +365.6% | -1.9% | +367.5% | +374.7% |
| All | +1,272.2% | +20.2% | +1,252.0% | +955.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling