+2,275.1%
VALE vs MLM
+1,557.8%
+717.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | +1.6% | -2.9% | +4.5% | +3.2% |
| 30D | +5.1% | -6.8% | +11.9% | +9.1% |
| 3M | -0.4% | -11.2% | +10.8% | +5.4% |
| 6M | -2.2% | -21.8% | +19.6% | +10.9% |
| YTD | +20.5% | -17.0% | +37.5% | +31.0% |
| 1Y | +61.2% | -16.4% | +77.5% | +73.7% |
| 3Y | +43.1% | +14.5% | +28.7% | +24.9% |
| 5Y | +34.0% | +41.7% | -7.8% | -1.4% |
| 10Y | +469.7% | +200.0% | +269.6% | +137.9% |
| All | +2,275.1% | +1,557.8% | +717.3% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling