+3.6%
VALE vs MDLN
-21.0%
+24.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.8% |
| 7D | -1.8% | -6.2% | +4.4% | -1.9% |
| 30D | +6.7% | +0.7% | +5.9% | +6.6% |
| 3M | +4.9% | -5.4% | +10.3% | +4.7% |
| 6M | +3.6% | -21.6% | +25.2% | +6.8% |
| All | +3.6% | -21.0% | +24.6% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling