+1.6%
VALE vs MOD
-35.4%
+37.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -3.0% |
| 7D | +5.5% | -17.8% | +23.3% | +6.9% |
| 30D | -15.0% | -43.2% | +28.3% | -10.2% |
| 3M | -20.0% | -46.0% | +26.0% | -15.4% |
| 6M | -28.4% | -62.2% | +33.9% | -20.9% |
| YTD | -8.6% | -22.8% | +14.2% | -1.9% |
| All | +1.6% | -35.4% | +37.0% | +9.1% |
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