+85.8%
FCX vs MET
+87.0%
-1.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.7% |
| 7D | -2.4% | +1.8% | -4.1% | -3.3% |
| 30D | -18.0% | +4.8% | -22.8% | -20.3% |
| 3M | -14.3% | +6.2% | -20.5% | -17.8% |
| 6M | -1.7% | +33.8% | -35.5% | -19.9% |
| YTD | +19.8% | +33.3% | -13.5% | -2.9% |
| 1Y | +48.6% | +36.3% | +12.3% | +18.5% |
| 3Y | +85.8% | +84.6% | +1.2% | +19.8% |
| All | +85.8% | +87.0% | -1.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling