+53.3%
VALE vs M
+120.4%
-67.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.6% |
| 30D | +8.8% | -11.6% | +20.4% | +10.6% |
| 3M | +6.8% | +1.6% | +5.1% | +6.2% |
| 6M | +6.9% | +25.2% | -18.3% | +3.1% |
| YTD | +22.8% | +3.8% | +19.1% | +21.1% |
| 1Y | +61.3% | +36.3% | +24.9% | +52.2% |
| 3Y | +53.3% | +116.3% | -63.0% | +25.3% |
| All | +53.3% | +120.4% | -67.1% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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