+489.2%
VALE vs MOH
+264.4%
+224.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | +8.6% | -0.9% | +9.5% | +8.7% |
| 3M | +2.0% | +5.7% | -3.7% | +0.9% |
| 6M | +2.1% | +39.1% | -37.0% | -3.2% |
| YTD | +20.2% | +17.7% | +2.5% | +15.6% |
| 1Y | +55.2% | +8.4% | +46.8% | +50.2% |
| 3Y | +45.9% | -36.6% | +82.5% | +48.7% |
| 5Y | +41.4% | -19.1% | +60.5% | +34.9% |
| All | +489.2% | +264.4% | +224.9% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling