+43.6%
VALE vs MOD
+748.9%
-705.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.6% |
| 7D | +1.8% | -25.5% | +27.3% | +4.7% |
| 30D | -14.8% | -49.0% | +34.2% | -8.4% |
| 3M | -19.0% | -49.8% | +30.8% | -13.1% |
| 6M | -27.7% | -64.8% | +37.1% | -19.5% |
| YTD | -8.5% | -27.6% | +19.1% | -7.1% |
| 1Y | +2.6% | -35.2% | +37.8% | +5.1% |
| 3Y | +4.0% | +137.1% | -133.1% | -17.9% |
| All | +43.6% | +748.9% | -705.4% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling