+4.9%
VALE vs MOD
+137.0%
-132.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | +1.3% | +8.2% | -6.9% | +0.5% |
| 30D | -14.3% | -38.2% | +23.8% | -10.8% |
| 3M | -16.8% | -46.2% | +29.4% | -12.4% |
| 6M | -30.2% | -62.5% | +32.3% | -24.2% |
| YTD | -8.6% | -20.1% | +11.5% | -7.4% |
| 1Y | +1.6% | -29.7% | +31.3% | +3.7% |
| All | +4.9% | +137.0% | -132.1% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling