+489.2%
VALE vs MTCH
+208.0%
+281.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -0.3% | +1.3% | -1.5% | -0.5% |
| 30D | +8.6% | +15.9% | -7.3% | +5.4% |
| 3M | +2.0% | +23.3% | -21.3% | -2.6% |
| 6M | +2.1% | +40.1% | -38.0% | -5.2% |
| YTD | +20.2% | +33.6% | -13.4% | +12.3% |
| 1Y | +55.2% | +14.1% | +41.1% | +49.5% |
| 3Y | +45.9% | +1.4% | +44.5% | +40.1% |
| 5Y | +41.4% | -73.1% | +114.5% | +73.6% |
| All | +489.2% | +208.0% | +281.2% | +216.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling