+237.7%
VALE vs MOD
+911.6%
-673.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.2% |
| 7D | +1.8% | -25.5% | +27.3% | +6.4% |
| 30D | -14.8% | -49.0% | +34.2% | -4.7% |
| 3M | -19.0% | -49.8% | +30.8% | -9.8% |
| 6M | -27.7% | -64.8% | +37.1% | -15.0% |
| YTD | -8.5% | -27.6% | +19.1% | -7.4% |
| 1Y | +2.6% | -35.2% | +37.8% | +5.1% |
| 3Y | +4.0% | +137.1% | -133.1% | -27.1% |
| 5Y | +51.2% | +760.3% | -709.1% | -26.5% |
| All | +237.7% | +911.6% | -673.9% | +61.9% |
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