+222.3%
VALE vs MLM
+167.5%
+54.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.3% |
| 7D | +5.6% | -3.8% | +9.4% | +7.2% |
| 30D | -12.1% | +11.0% | -23.1% | -16.1% |
| 3M | -16.3% | -3.1% | -13.3% | -15.6% |
| 6M | -26.0% | -9.8% | -16.2% | -23.6% |
| YTD | -5.5% | -14.4% | +8.8% | -0.9% |
| 1Y | +6.7% | -12.6% | +19.2% | +10.8% |
| 3Y | +10.2% | +19.7% | -9.6% | -2.7% |
| 5Y | +49.7% | +29.8% | +20.0% | +24.1% |
| 10Y | +222.3% | +153.5% | +68.7% | +82.1% |
| All | +222.3% | +167.5% | +54.8% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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