+553.2%
FCX vs MGY
+210.4%
+342.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.3% | +3.5% | -5.8% | -3.7% |
| 30D | +2.7% | +5.3% | -2.6% | +0.2% |
| 3M | +7.4% | +2.6% | +4.7% | +4.8% |
| 6M | +16.0% | -3.3% | +19.3% | +14.1% |
| YTD | +40.9% | +29.2% | +11.7% | +20.5% |
| 1Y | +56.4% | +18.0% | +38.4% | +38.8% |
| 3Y | +84.2% | +30.0% | +54.2% | +53.4% |
| 5Y | +114.6% | +92.7% | +21.9% | +44.7% |
| All | +553.2% | +210.4% | +342.8% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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