+49.1%
VALE vs MUB
+8.8%
+40.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.9% | -0.3% | +3.2% | +3.4% |
| 30D | +8.8% | -1.5% | +10.3% | +11.7% |
| 3M | +6.8% | -1.9% | +8.7% | +10.5% |
| 6M | +6.9% | -1.7% | +8.6% | +10.2% |
| YTD | +22.8% | -0.8% | +23.6% | +25.1% |
| 1Y | +61.3% | +1.5% | +59.8% | +58.8% |
| All | +49.1% | +8.8% | +40.3% | +28.3% |
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