+1,612.3%
FCX vs MET
+1,378.0%
+234.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | -2.4% | +1.8% | -4.1% | -3.2% |
| 30D | -18.0% | +4.8% | -22.8% | -20.1% |
| 3M | -14.3% | +6.2% | -20.5% | -17.4% |
| 6M | -1.7% | +33.8% | -35.5% | -17.0% |
| YTD | +19.8% | +33.3% | -13.5% | +1.1% |
| 1Y | +48.6% | +36.3% | +12.3% | +24.0% |
| 3Y | +85.8% | +84.6% | +1.2% | +31.5% |
| 5Y | +72.2% | +87.7% | -15.4% | +21.4% |
| 10Y | +386.3% | +198.0% | +188.3% | +173.3% |
| All | +1,612.3% | +1,378.0% | +234.3% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling