+489.2%
VALE vs MTB
+173.8%
+315.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.6% | -4.8% | +13.4% | +10.8% |
| 3M | +2.0% | +6.0% | -4.0% | -0.9% |
| 6M | +2.1% | +19.6% | -17.5% | -5.9% |
| YTD | +20.2% | +21.5% | -1.3% | +9.8% |
| 1Y | +55.2% | +24.7% | +30.5% | +39.8% |
| 3Y | +45.9% | +108.6% | -62.7% | +0.4% |
| 5Y | +41.4% | +106.7% | -65.3% | -8.3% |
| All | +489.2% | +173.8% | +315.4% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling