+1,680.9%
VALE vs MLM
+1,599.9%
+81.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +3.0% |
| 7D | +2.4% | -1.2% | +3.6% | +3.0% |
| 30D | -18.7% | +7.9% | -26.6% | -22.4% |
| 3M | -21.2% | -4.5% | -16.7% | -19.7% |
| 6M | -26.1% | -12.6% | -13.4% | -21.6% |
| YTD | -9.6% | -14.9% | +5.2% | -3.6% |
| 1Y | +0.7% | -13.1% | +13.8% | +6.1% |
| 3Y | +3.3% | +21.2% | -17.9% | -12.9% |
| 5Y | +49.4% | +32.0% | +17.4% | +14.9% |
| 10Y | +258.6% | +195.3% | +63.3% | +51.2% |
| All | +1,680.9% | +1,599.9% | +81.0% | +213.9% |
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 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