+1,341.6%
FCX vs MAR
+2,498.9%
-1,157.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -4.2% | -0.7% | -2.5% |
| 30D | +4.8% | -6.7% | +11.5% | +9.0% |
| 3M | +4.6% | -12.5% | +17.1% | +12.3% |
| 6M | +10.8% | +0.6% | +10.3% | +9.7% |
| YTD | +44.2% | +9.1% | +35.1% | +34.9% |
| 1Y | +59.6% | +26.2% | +33.4% | +36.2% |
| 3Y | +82.2% | +68.2% | +14.1% | +30.2% |
| 5Y | +115.6% | +163.9% | -48.3% | +17.2% |
| 10Y | +670.6% | +420.6% | +250.0% | +177.8% |
| All | +1,341.6% | +2,498.9% | -1,157.3% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling