+3.7%
VALE vs MTCH
+27.4%
-23.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +3.7% |
| 7D | -0.3% | -4.4% | +4.0% | -0.1% |
| 30D | -19.2% | -0.3% | -18.9% | -19.1% |
| 3M | -20.7% | -2.0% | -18.7% | -20.5% |
| 6M | -25.8% | +6.4% | -32.2% | -26.2% |
| YTD | -9.8% | +27.3% | -37.1% | -10.5% |
| 1Y | +3.7% | +30.3% | -26.7% | +0.5% |
| All | +3.7% | +27.4% | -23.8% | +0.5% |
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