+134.6%
FCX vs MAR
+158.8%
-24.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | +8.1% | -4.7% | +12.8% | +11.2% |
| 3M | +18.9% | -15.6% | +34.5% | +31.4% |
| 6M | +26.6% | +1.2% | +25.4% | +24.0% |
| YTD | +51.2% | +7.5% | +43.7% | +40.8% |
| 1Y | +75.6% | +26.6% | +48.9% | +45.3% |
| 3Y | +101.7% | +66.0% | +35.8% | +35.4% |
| 5Y | +134.6% | +154.1% | -19.5% | +13.6% |
| All | +134.6% | +158.8% | -24.2% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling