+4.9%
VALE vs MUB
+11.3%
-6.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +0.6% |
| 30D | -14.3% | +3.9% | -18.3% | -19.7% |
| 3M | -16.8% | -0.2% | -16.6% | -16.2% |
| 6M | -30.2% | -0.4% | -29.9% | -29.4% |
| YTD | -8.6% | +0.5% | -9.1% | -8.6% |
| 1Y | +1.6% | +0.7% | +1.0% | +1.4% |
| All | +4.9% | +11.3% | -6.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling