+47.9%
VALE vs MTB
+112.6%
-64.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | +6.7% | -4.6% | +11.3% | +7.9% |
| 3M | +4.9% | +6.3% | -1.4% | +2.9% |
| 6M | +3.6% | +15.6% | -12.0% | -0.8% |
| YTD | +21.9% | +20.6% | +1.3% | +15.3% |
| 1Y | +61.6% | +22.5% | +39.0% | +52.0% |
| All | +47.9% | +112.6% | -64.7% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling