+489.2%
VALE vs MDY
+177.2%
+312.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | -0.3% | -1.9% | +1.6% | +1.5% |
| 30D | +8.6% | -4.6% | +13.3% | +13.4% |
| 3M | +2.0% | -1.2% | +3.2% | +3.0% |
| 6M | +2.1% | +9.2% | -7.1% | -5.8% |
| YTD | +20.2% | +13.1% | +7.2% | +7.3% |
| 1Y | +55.2% | +13.0% | +42.2% | +38.3% |
| 3Y | +45.9% | +49.2% | -3.3% | -2.7% |
| 5Y | +41.4% | +47.2% | -5.9% | -7.3% |
| All | +489.2% | +177.2% | +312.0% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling