+489.2%
VALE vs MKTX
+5.0%
+484.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +8.6% | +0.7% | +7.9% | +8.5% |
| 3M | +2.0% | +40.8% | -38.8% | -4.7% |
| 6M | +2.1% | -8.0% | +10.1% | +3.0% |
| YTD | +20.2% | -8.7% | +29.0% | +21.2% |
| 1Y | +55.2% | -11.8% | +67.0% | +57.1% |
| 3Y | +45.9% | -24.0% | +69.9% | +48.9% |
| 5Y | +41.4% | -60.3% | +101.7% | +61.1% |
| All | +489.2% | +5.0% | +484.2% | +468.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling