+1,098.0%
FCX vs MAR
+3,207.6%
-2,109.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.8% |
| 7D | -2.4% | +2.9% | -5.2% | -4.0% |
| 30D | -18.0% | +17.0% | -35.0% | -25.3% |
| 3M | -14.3% | +23.2% | -37.4% | -24.3% |
| 6M | -1.7% | +21.7% | -23.5% | -13.4% |
| YTD | +19.8% | +38.9% | -19.0% | -2.9% |
| 1Y | +48.6% | +48.7% | 0.0% | +15.5% |
| 3Y | +85.8% | +122.9% | -37.1% | +12.5% |
| 5Y | +72.2% | +177.5% | -105.2% | -9.2% |
| 10Y | +386.3% | +537.5% | -151.3% | +54.8% |
| All | +1,098.0% | +3,207.6% | -2,109.5% | +75.2% |
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 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