+1,701.1%
VALE vs MOD
+355.6%
+1,345.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | +5.5% | -17.8% | +23.3% | +9.7% |
| 30D | -15.0% | -43.2% | +28.3% | -2.9% |
| 3M | -20.0% | -46.0% | +26.0% | -8.4% |
| 6M | -28.4% | -62.2% | +33.9% | -11.6% |
| YTD | -8.6% | -22.8% | +14.2% | -9.1% |
| 1Y | +2.0% | -35.5% | +37.4% | +5.1% |
| 3Y | +4.1% | +128.2% | -124.1% | -34.4% |
| 5Y | +46.4% | +791.6% | -745.2% | -43.8% |
| 10Y | +202.4% | +886.3% | -683.9% | -10.2% |
| All | +1,701.1% | +355.6% | +1,345.6% | +394.7% |
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