+41.8%
VALE vs MUB
+0.7%
+41.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | 0.0% |
| 7D | -0.2% | -1.2% | +1.0% | +1.5% |
| 30D | +9.7% | -2.8% | +12.5% | +14.0% |
| 3M | +5.3% | -3.1% | +8.3% | +9.8% |
| 6M | +0.5% | -2.9% | +3.4% | +4.7% |
| YTD | +20.6% | -2.0% | +22.6% | +24.4% |
| 1Y | +57.6% | 0.0% | +57.6% | +58.7% |
| 3Y | +50.6% | +7.4% | +43.1% | +39.7% |
| 5Y | +41.8% | +0.8% | +41.1% | +21.7% |
| All | +41.8% | +0.7% | +41.1% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling