+41.8%
VALE vs MKC
-33.9%
+75.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.2% | -2.8% | +2.6% | +0.3% |
| 30D | +9.7% | -3.4% | +13.1% | +10.3% |
| 3M | +5.3% | +3.8% | +1.5% | +4.0% |
| 6M | +0.5% | -17.9% | +18.5% | +4.8% |
| YTD | +20.6% | -23.6% | +44.2% | +27.6% |
| 1Y | +57.6% | -23.1% | +80.7% | +66.1% |
| 3Y | +50.6% | -31.5% | +82.1% | +62.4% |
| 5Y | +41.8% | -33.1% | +74.9% | +63.9% |
| All | +41.8% | -33.9% | +75.8% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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