+36.6%
VALE vs MLM
+41.9%
-5.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.6% | -2.9% | +4.5% | +2.5% |
| 30D | +5.1% | -6.8% | +11.9% | +7.3% |
| 3M | -0.4% | -11.2% | +10.8% | +2.8% |
| 6M | -2.2% | -21.8% | +19.6% | +4.8% |
| YTD | +20.5% | -17.0% | +37.5% | +26.2% |
| 1Y | +61.2% | -16.4% | +77.5% | +68.0% |
| 3Y | +43.1% | +14.5% | +28.7% | +31.8% |
| All | +36.6% | +41.9% | -5.3% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling