+1,960.4%
FCX vs MET
+1,300.1%
+660.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.1% |
| 7D | -4.9% | +1.2% | -6.0% | -5.5% |
| 30D | +4.8% | +1.4% | +3.4% | +3.7% |
| 3M | +4.6% | +17.7% | -13.1% | -4.8% |
| 6M | +10.8% | +35.0% | -24.2% | -6.2% |
| YTD | +44.2% | +26.3% | +17.9% | +25.7% |
| 1Y | +59.6% | +22.8% | +36.7% | +41.0% |
| 3Y | +82.2% | +65.9% | +16.3% | +37.0% |
| 5Y | +115.6% | +85.4% | +30.3% | +53.8% |
| 10Y | +670.6% | +253.7% | +416.8% | +303.7% |
| All | +1,960.4% | +1,300.1% | +660.3% | +480.9% |
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