+61.2%
VALE vs MTUM
+26.3%
+34.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | +1.6% | +1.7% | -0.1% | +0.7% |
| 30D | +5.1% | -1.7% | +6.8% | +5.8% |
| 3M | -0.4% | -6.3% | +5.9% | +2.3% |
| 6M | -2.2% | +21.8% | -24.0% | -16.5% |
| YTD | +20.5% | +22.0% | -1.5% | +3.1% |
| 1Y | +61.2% | +25.3% | +35.8% | +38.4% |
| All | +61.2% | +26.3% | +34.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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