+1,076.8%
FCX vs MAR
+3,168.2%
-2,091.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -0.3% | +1.6% | -1.9% | -1.3% |
| 30D | -14.7% | +13.8% | -28.5% | -21.0% |
| 3M | -11.2% | +20.3% | -31.4% | -20.5% |
| 6M | -11.4% | +21.3% | -32.7% | -21.7% |
| YTD | +17.7% | +37.2% | -19.5% | -3.9% |
| 1Y | +47.5% | +48.4% | -1.0% | +14.7% |
| 3Y | +83.9% | +120.1% | -36.2% | +12.1% |
| 5Y | +54.0% | +182.1% | -128.1% | -19.5% |
| 10Y | +372.9% | +530.2% | -157.3% | +51.6% |
| All | +1,076.8% | +3,168.2% | -2,091.4% | +73.3% |
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