-8.1%
VALE vs MDLN
+15.3%
-23.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +18.4% | -14.3% | +3.4% |
| 7D | -0.3% | +24.7% | -25.0% | -1.0% |
| 30D | -19.2% | +12.7% | -31.9% | -19.8% |
| 3M | -20.7% | -4.0% | -16.7% | -21.4% |
| 6M | -25.8% | -8.7% | -17.1% | -25.0% |
| YTD | -9.8% | -3.9% | -5.8% | -8.3% |
| All | -8.1% | +15.3% | -23.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling