+2,275.1%
VALE vs MOD
+776.1%
+1,498.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.4% |
| 7D | +1.6% | +9.6% | -8.0% | -1.0% |
| 30D | +5.1% | 0.0% | +5.1% | +4.6% |
| 3M | -0.4% | -35.4% | +35.0% | +10.0% |
| 6M | -2.2% | -7.3% | +5.1% | -3.4% |
| YTD | +20.5% | +45.8% | -25.3% | +3.7% |
| 1Y | +61.2% | +43.1% | +18.0% | +36.6% |
| 3Y | +43.1% | +297.7% | -254.5% | -20.7% |
| 5Y | +34.0% | +1,478.8% | -1,444.8% | -54.9% |
| 10Y | +469.7% | +1,633.4% | -1,163.7% | +49.3% |
| All | +2,275.1% | +776.1% | +1,498.9% | +462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling