+138.9%
FCX vs MET
+82.8%
+56.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.9% |
| 7D | +5.7% | +1.1% | +4.6% | +4.6% |
| 30D | +10.1% | -2.3% | +12.4% | +11.5% |
| 3M | +20.2% | +13.9% | +6.3% | +8.0% |
| 6M | +29.7% | +34.8% | -5.1% | +2.4% |
| YTD | +51.9% | +23.5% | +28.4% | +26.9% |
| 1Y | +66.0% | +23.4% | +42.6% | +38.2% |
| 3Y | +102.7% | +64.9% | +37.9% | +31.1% |
| 5Y | +138.9% | +82.0% | +56.8% | +40.0% |
| All | +138.9% | +82.8% | +56.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling