+36.4%
VALE vs MXL
+298.4%
-261.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.9% |
| 7D | -1.8% | +19.0% | -20.8% | -4.5% |
| 30D | +6.7% | +4.5% | +2.2% | +5.2% |
| 3M | +4.9% | -1.5% | +6.4% | +1.4% |
| 6M | +3.6% | +348.6% | -345.0% | -28.6% |
| YTD | +21.9% | +310.3% | -288.4% | -14.9% |
| 1Y | +61.6% | +344.7% | -283.2% | +9.9% |
| 3Y | +52.1% | +211.2% | -159.1% | -1.5% |
| 5Y | +43.2% | +34.8% | +8.3% | +2.7% |
| 10Y | +521.5% | +286.5% | +235.0% | +202.7% |
| All | +36.4% | +298.4% | -261.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling