+465.6%
VALE vs MOD
+1,604.6%
-1,138.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | +1.6% | +9.6% | -8.0% | -0.2% |
| 30D | +5.1% | 0.0% | +5.1% | +4.8% |
| 3M | -0.4% | -35.4% | +35.0% | +7.0% |
| 6M | -2.2% | -7.3% | +5.1% | -2.9% |
| YTD | +20.5% | +45.8% | -25.3% | +8.8% |
| 1Y | +61.2% | +43.1% | +18.0% | +44.0% |
| 3Y | +43.1% | +297.7% | -254.5% | -7.3% |
| 5Y | +34.0% | +1,478.8% | -1,444.8% | -41.2% |
| All | +465.6% | +1,604.6% | -1,138.9% | +115.3% |
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