+36.2%
VALE vs MOD
+815.4%
-779.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -1.5% | +16.1% | -17.6% | -3.2% |
| 30D | -15.6% | -38.5% | +22.9% | -11.2% |
| 3M | -19.5% | -46.8% | +27.3% | -14.2% |
| 6M | -31.9% | -61.6% | +29.7% | -24.9% |
| YTD | -11.0% | -20.5% | +9.6% | -10.5% |
| 1Y | -2.1% | -28.0% | +25.9% | -1.0% |
| 3Y | +1.4% | +134.9% | -133.6% | -19.5% |
| 5Y | +36.2% | +833.2% | -797.0% | -11.1% |
| All | +36.2% | +815.4% | -779.3% | -11.1% |
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 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