-22.4%
VALE vs MUZ
-42.6%
+20.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.2% | -10.1% | +4.7% |
| 7D | -0.3% | +47.2% | -47.5% | +1.6% |
| 30D | -19.2% | +57.1% | -76.3% | -17.2% |
| 3M | -20.7% | -5.3% | -15.4% | -20.7% |
| All | -22.4% | -42.6% | +20.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling