+2,301.5%
VALE vs MDY
+822.0%
+1,479.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | +0.5% |
| 7D | -1.8% | -0.8% | -1.1% | -1.0% |
| 30D | +6.7% | -3.9% | +10.5% | +11.6% |
| 3M | +4.9% | 0.0% | +4.9% | +4.7% |
| 6M | +3.6% | +8.5% | -5.0% | -6.1% |
| YTD | +21.9% | +13.2% | +8.7% | +4.9% |
| 1Y | +61.6% | +15.0% | +46.5% | +35.9% |
| 3Y | +52.1% | +49.6% | +2.6% | -10.8% |
| 5Y | +43.2% | +46.0% | -2.8% | -18.1% |
| 10Y | +521.5% | +176.4% | +345.2% | +49.9% |
| All | +2,301.5% | +822.0% | +1,479.5% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling