+41.8%
VALE vs MDY
+43.9%
-2.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -0.2% | -2.5% | +2.3% | +1.6% |
| 30D | +9.7% | -5.0% | +14.8% | +13.7% |
| 3M | +5.3% | +0.5% | +4.8% | +4.8% |
| 6M | +0.5% | +8.0% | -7.5% | -4.5% |
| YTD | +20.6% | +12.2% | +8.5% | +11.7% |
| 1Y | +57.6% | +14.0% | +43.6% | +44.2% |
| 3Y | +50.6% | +48.2% | +2.4% | +13.8% |
| 5Y | +41.8% | +46.1% | -4.2% | +2.9% |
| All | +41.8% | +43.9% | -2.1% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling