+77.7%
VALE vs MUB
+76.3%
+1.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.6% | -0.9% | +2.5% | +2.3% |
| 30D | +5.1% | -1.4% | +6.5% | +6.3% |
| 3M | -0.4% | -2.2% | +1.7% | +1.3% |
| 6M | -2.2% | -1.9% | -0.3% | -0.7% |
| YTD | +20.5% | -0.8% | +21.3% | +21.4% |
| 1Y | +61.2% | +2.7% | +58.4% | +58.3% |
| 3Y | +43.1% | +8.6% | +34.6% | +35.5% |
| 5Y | +34.0% | +2.0% | +31.9% | +31.8% |
| 10Y | +469.7% | +17.9% | +451.7% | +428.2% |
| All | +77.7% | +76.3% | +1.4% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling