+45.9%
VALE vs MKTX
-25.3%
+71.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.6% |
| 3M | +2.0% | +40.8% | -38.8% | -1.0% |
| 6M | +2.1% | -8.0% | +10.1% | +2.8% |
| YTD | +20.2% | -8.7% | +29.0% | +21.0% |
| 1Y | +55.2% | -11.8% | +67.0% | +56.9% |
| 3Y | +45.9% | -24.0% | +69.9% | +45.4% |
| All | +45.9% | -25.3% | +71.2% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling