+2.8%
VALE vs MOD
+116.8%
-114.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.4% | +0.8% |
| 7D | +2.4% | -34.2% | +36.6% | +6.0% |
| 30D | -18.7% | -51.9% | +33.2% | -13.3% |
| 3M | -21.2% | -53.0% | +31.9% | -16.0% |
| 6M | -26.1% | -66.4% | +40.3% | -18.9% |
| YTD | -9.6% | -31.5% | +21.9% | -7.1% |
| 1Y | +0.7% | -39.6% | +40.3% | +4.2% |
| All | +2.8% | +116.8% | -114.0% | -16.1% |
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 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