+3.7%
VALE vs MTB
+27.0%
-23.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.7% |
| 7D | -0.3% | +2.0% | -2.4% | -1.1% |
| 30D | -19.2% | +2.9% | -22.1% | -20.1% |
| 3M | -20.7% | -10.7% | -10.1% | -17.2% |
| 6M | -25.8% | +6.3% | -32.1% | -29.0% |
| YTD | -9.8% | +13.8% | -23.6% | -18.1% |
| 1Y | +3.7% | +27.7% | -24.1% | -11.2% |
| All | +3.7% | +27.0% | -23.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling