+2,275.1%
VALE vs M
+111.6%
+2,163.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -1.0% |
| 7D | +1.6% | +4.7% | -3.1% | +0.3% |
| 30D | +5.1% | -9.6% | +14.8% | +8.1% |
| 3M | -0.4% | +0.9% | -1.3% | -1.2% |
| 6M | -2.2% | +22.3% | -24.5% | -8.6% |
| YTD | +20.5% | +6.5% | +14.0% | +16.3% |
| 1Y | +61.2% | +38.8% | +22.4% | +43.2% |
| 3Y | +43.1% | +115.9% | -72.8% | +3.3% |
| 5Y | +34.0% | +28.6% | +5.3% | -0.6% |
| 10Y | +469.7% | -2.5% | +472.2% | +255.3% |
| All | +2,275.1% | +111.6% | +2,163.5% | +743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling