+2,276.6%
VALE vs MTCH
+403.2%
+1,873.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.3% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | +9.7% | +13.6% | -3.9% | +5.9% |
| 3M | +5.3% | +22.4% | -17.1% | -0.9% |
| 6M | +0.5% | +37.2% | -36.6% | -8.4% |
| YTD | +20.6% | +31.8% | -11.2% | +10.5% |
| 1Y | +57.6% | +12.9% | +44.7% | +50.2% |
| 3Y | +50.6% | -1.1% | +51.7% | +43.1% |
| 5Y | +41.8% | -73.5% | +115.4% | +84.3% |
| 10Y | +515.1% | +200.7% | +314.4% | +207.3% |
| All | +2,276.6% | +403.2% | +1,873.4% | +685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling