+489.2%
VALE vs MXL
+313.4%
+175.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -1.3% |
| 7D | -0.3% | +18.9% | -19.1% | -2.6% |
| 30D | +8.6% | +0.3% | +8.3% | +8.0% |
| 3M | +2.0% | -8.0% | +10.0% | +0.1% |
| 6M | +2.1% | +341.2% | -339.1% | -26.5% |
| YTD | +20.2% | +327.8% | -307.6% | -13.3% |
| 1Y | +55.2% | +364.9% | -309.7% | +9.2% |
| 3Y | +45.9% | +229.2% | -183.3% | -2.3% |
| 5Y | +41.4% | +42.8% | -1.4% | +4.8% |
| All | +489.2% | +313.4% | +175.9% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling