+2,320.2%
VALE vs MKC
+595.8%
+1,724.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +2.9% | -4.3% | +7.3% | +5.3% |
| 30D | +8.8% | -2.0% | +10.8% | +9.6% |
| 3M | +6.8% | +10.0% | -3.2% | +0.2% |
| 6M | +6.9% | -18.5% | +25.4% | +16.8% |
| YTD | +22.8% | -22.4% | +45.2% | +36.9% |
| 1Y | +61.3% | -23.6% | +84.9% | +80.0% |
| 3Y | +53.3% | -30.4% | +83.8% | +75.5% |
| 5Y | +44.9% | -34.2% | +79.0% | +64.8% |
| 10Y | +486.8% | +26.8% | +460.0% | +289.4% |
| All | +2,320.2% | +595.8% | +1,724.4% | +490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling