+613.6%
FCX vs MAR
+441.6%
+172.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.8% | -6.1% |
| 7D | -1.9% | -2.1% | +0.2% | -0.6% |
| 30D | +3.4% | -5.7% | +9.0% | +7.3% |
| 3M | +15.0% | -14.6% | +29.6% | +26.7% |
| 6M | +14.6% | +1.3% | +13.3% | +12.3% |
| YTD | +41.2% | +6.7% | +34.5% | +32.2% |
| 1Y | +60.4% | +26.4% | +33.9% | +32.7% |
| 3Y | +88.4% | +64.7% | +23.7% | +27.9% |
| 5Y | +115.0% | +153.1% | -38.0% | +6.3% |
| All | +613.6% | +441.6% | +172.0% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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