+61.2%
VALE vs MTCH
+13.9%
+47.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.2% |
| 7D | +1.6% | +0.7% | +0.9% | +1.5% |
| 30D | +5.1% | +9.7% | -4.6% | +4.4% |
| 3M | -0.4% | +21.1% | -21.5% | -2.4% |
| 6M | -2.2% | +37.5% | -39.7% | -5.0% |
| YTD | +20.5% | +31.9% | -11.4% | +17.7% |
| 1Y | +61.2% | +14.6% | +46.6% | +57.2% |
| All | +61.2% | +13.9% | +47.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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