+1,702.7%
VALE vs MLM
+1,568.7%
+134.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +2.2% |
| 7D | +1.8% | -4.1% | +5.9% | +4.0% |
| 30D | -14.8% | +8.2% | -23.0% | -18.9% |
| 3M | -19.0% | -3.6% | -15.4% | -18.0% |
| 6M | -27.7% | -15.6% | -12.2% | -22.0% |
| YTD | -8.5% | -16.4% | +7.9% | -1.5% |
| 1Y | +2.6% | -14.3% | +17.0% | +8.9% |
| 3Y | +4.0% | +19.3% | -15.3% | -11.6% |
| 5Y | +51.2% | +29.6% | +21.6% | +17.5% |
| 10Y | +263.0% | +189.9% | +73.1% | +54.6% |
| All | +1,702.7% | +1,568.7% | +134.0% | +220.9% |
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