+214.6%
VALE vs MOD
+915.9%
-701.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.6% |
| 7D | +1.3% | +8.2% | -6.9% | -0.3% |
| 30D | -14.3% | -38.2% | +23.8% | -7.5% |
| 3M | -16.8% | -46.2% | +29.4% | -8.4% |
| 6M | -30.2% | -62.5% | +32.3% | -18.8% |
| YTD | -8.6% | -20.1% | +11.5% | -9.2% |
| 1Y | +1.6% | -29.7% | +31.3% | +2.6% |
| 3Y | +4.1% | +136.2% | -132.1% | -26.7% |
| 5Y | +38.7% | +820.4% | -781.7% | -33.7% |
| 10Y | +214.6% | +839.8% | -625.2% | +38.2% |
| All | +214.6% | +915.9% | -701.3% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling