+60.3%
FCX vs MARA
-60.7%
+121.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.3% |
| 7D | -6.0% | -6.5% | +0.5% | -4.7% |
| 30D | -13.6% | -38.5% | +24.9% | -3.6% |
| 3M | -6.8% | -41.5% | +34.7% | +4.1% |
| 6M | +13.2% | -41.9% | +55.1% | +25.9% |
| YTD | +24.4% | -23.5% | +47.9% | +29.4% |
| 1Y | +60.3% | -58.7% | +118.9% | +92.5% |
| All | +60.3% | -60.7% | +121.0% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1y: compounded portfolio wealth divided by compounded MARA 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…
1y analysis · Full analysis span regression · 6 months rolling