+204.8%
VALE vs MOD
+1,079.7%
-874.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +27.9% | -28.4% | -5.5% |
| 7D | -3.2% | +40.4% | -43.6% | -9.6% |
| 30D | -15.1% | -14.0% | -1.1% | -14.1% |
| 3M | -18.7% | -33.3% | +14.6% | -14.4% |
| 6M | -31.5% | -51.4% | +19.9% | -24.4% |
| YTD | -11.4% | +1.6% | -13.0% | -16.3% |
| 1Y | -1.9% | +5.4% | -7.2% | -8.5% |
| 3Y | +1.7% | +191.0% | -189.3% | -31.4% |
| 5Y | +35.4% | +1,093.1% | -1,057.7% | -38.7% |
| All | +204.8% | +1,079.7% | -874.8% | +24.9% |
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