+373.5%
FCX vs MET
+197.3%
+176.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.6% |
| 7D | -0.3% | +4.5% | -4.8% | -3.6% |
| 30D | -14.7% | +3.5% | -18.3% | -17.2% |
| 3M | -11.2% | +5.9% | -17.1% | -15.8% |
| 6M | -11.4% | +33.1% | -44.5% | -30.8% |
| YTD | +17.7% | +33.6% | -15.8% | -9.1% |
| 1Y | +47.5% | +32.7% | +14.8% | +14.5% |
| 3Y | +83.9% | +85.0% | -1.2% | +6.4% |
| 5Y | +54.0% | +85.6% | -31.6% | -12.1% |
| All | +373.5% | +197.3% | +176.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling