+749.0%
VALE vs MKTX
+1,443.5%
-694.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +9.7% | +0.8% | +8.9% | +9.5% |
| 3M | +5.3% | +41.1% | -35.9% | -6.5% |
| 6M | +0.5% | -9.5% | +10.1% | +1.7% |
| YTD | +20.6% | -8.7% | +29.3% | +21.3% |
| 1Y | +57.6% | -10.0% | +67.6% | +58.5% |
| 3Y | +50.6% | -24.6% | +75.2% | +54.3% |
| 5Y | +41.8% | -60.3% | +102.1% | +72.2% |
| 10Y | +515.1% | +5.0% | +510.0% | +394.4% |
| All | +749.0% | +1,443.5% | -694.4% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling