+55.2%
VALE vs MTB
+24.6%
+30.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.6% | -4.8% | +13.4% | +10.4% |
| 3M | +2.0% | +6.0% | -4.0% | -0.9% |
| 6M | +2.1% | +19.6% | -17.5% | -5.8% |
| YTD | +20.2% | +21.5% | -1.3% | +9.9% |
| 1Y | +55.2% | +24.7% | +30.5% | +34.8% |
| All | +55.2% | +24.6% | +30.6% | +34.8% |
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 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