+40.9%
VALE vs MGY
+88.8%
-47.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.3% | +3.5% | -3.8% | -1.2% |
| 30D | +8.6% | +5.3% | +3.4% | +7.0% |
| 3M | +2.0% | +2.6% | -0.7% | +0.7% |
| 6M | +2.1% | -3.3% | +5.4% | +1.5% |
| YTD | +20.2% | +29.2% | -9.0% | +8.8% |
| 1Y | +55.2% | +18.0% | +37.1% | +43.9% |
| 3Y | +45.9% | +30.0% | +15.9% | +27.1% |
| All | +40.9% | +88.8% | -47.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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