+124.8%
VALE vs MTUM
+604.3%
-479.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.9% |
| 30D | +8.6% | -2.4% | +11.1% | +10.5% |
| 3M | +2.0% | -3.6% | +5.6% | +3.5% |
| 6M | +2.1% | +23.7% | -21.5% | -16.5% |
| YTD | +20.2% | +22.9% | -2.7% | -1.3% |
| 1Y | +55.2% | +21.8% | +33.4% | +28.0% |
| 3Y | +45.9% | +114.4% | -68.6% | -30.8% |
| 5Y | +41.4% | +79.6% | -38.2% | -22.2% |
| 10Y | +513.1% | +356.2% | +156.8% | +19.8% |
| All | +124.8% | +604.3% | -479.5% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling