+1,900.3%
VALE vs MOH
+1,330.6%
+569.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.7% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | +9.7% | +3.0% | +6.8% | +8.9% |
| 3M | +5.3% | +1.2% | +4.1% | +4.4% |
| 6M | +0.5% | +41.7% | -41.2% | -7.8% |
| YTD | +20.6% | +15.4% | +5.2% | +13.8% |
| 1Y | +57.6% | +11.8% | +45.8% | +48.4% |
| 3Y | +50.6% | -37.5% | +88.1% | +53.4% |
| 5Y | +41.8% | -20.6% | +62.5% | +34.1% |
| 10Y | +515.1% | +255.8% | +259.3% | +273.3% |
| All | +1,900.3% | +1,330.6% | +569.7% | +626.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling