+5.4%
VALE vs MOD
-33.9%
+39.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.9% | -6.6% | +2.4% |
| 7D | +5.6% | -13.9% | +19.5% | +6.5% |
| 30D | -12.1% | -41.5% | +29.4% | -7.5% |
| 3M | -16.3% | -45.7% | +29.4% | -11.4% |
| 6M | -26.0% | -61.1% | +35.1% | -18.6% |
| YTD | -5.5% | -20.5% | +15.0% | +1.0% |
| All | +5.4% | -33.9% | +39.3% | +13.0% |
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