+3.7%
VALE vs MULL
+444.9%
-441.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -13.8% | +17.9% | +4.8% |
| 7D | -0.3% | -35.9% | +35.6% | +2.0% |
| 30D | -19.2% | -47.3% | +28.1% | -16.6% |
| 3M | -20.7% | -30.6% | +9.8% | -19.9% |
| 6M | -25.8% | +13.7% | -39.5% | -30.1% |
| YTD | -9.8% | +272.1% | -281.9% | -21.2% |
| 1Y | +3.7% | +475.1% | -471.4% | -11.0% |
| All | +3.7% | +444.9% | -441.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling