+55.2%
VALE vs MULL
+1,810.7%
-1,755.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.3% |
| 7D | -0.3% | -8.4% | +8.2% | +0.2% |
| 30D | +8.6% | +9.7% | -1.1% | +7.7% |
| 3M | +2.0% | -26.8% | +28.7% | +1.3% |
| 6M | +2.1% | +220.7% | -218.6% | -10.8% |
| YTD | +20.2% | +509.0% | -488.8% | +1.1% |
| 1Y | +55.2% | +1,739.5% | -1,684.4% | +19.9% |
| All | +55.2% | +1,810.7% | -1,755.5% | +19.9% |
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