+40.9%
VALE vs MCO
+28.6%
+12.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.7% |
| 7D | -0.3% | -3.8% | +3.5% | +0.7% |
| 30D | +8.6% | -0.4% | +9.0% | +8.6% |
| 3M | +2.0% | +7.7% | -5.7% | -0.4% |
| 6M | +2.1% | +7.0% | -4.9% | -0.3% |
| YTD | +20.2% | -6.4% | +26.6% | +21.1% |
| 1Y | +55.2% | -7.6% | +62.8% | +56.6% |
| 3Y | +45.9% | +43.2% | +2.7% | +24.4% |
| All | +40.9% | +28.6% | +12.3% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 5y: compounded portfolio wealth divided by compounded MCO 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…
5y analysis · Full analysis span regression · 6 months rolling