+3.7%
VALE vs MOD
-33.0%
+36.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -21.4% | +25.5% | +6.0% |
| 7D | -0.3% | -31.3% | +31.0% | +3.0% |
| 30D | -19.2% | -46.1% | +26.9% | -14.2% |
| 3M | -20.7% | -51.1% | +30.4% | -15.1% |
| 6M | -25.8% | -62.1% | +36.3% | -18.2% |
| YTD | -9.8% | -26.2% | +16.4% | -3.0% |
| 1Y | +3.7% | -32.6% | +36.2% | +11.5% |
| All | +3.7% | -33.0% | +36.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling