+40.9%
VALE vs MTUM
+78.7%
-37.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +8.6% | -2.4% | +11.1% | +9.9% |
| 3M | +2.0% | -3.6% | +5.6% | +3.2% |
| 6M | +2.1% | +23.7% | -21.5% | -10.1% |
| YTD | +20.2% | +22.9% | -2.7% | +6.1% |
| 1Y | +55.2% | +21.8% | +33.4% | +37.5% |
| 3Y | +45.9% | +114.4% | -68.6% | -9.2% |
| All | +40.9% | +78.7% | -37.7% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling