+84.2%
FCX vs MGY
+25.2%
+59.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.3% | +3.5% | -5.8% | -3.4% |
| 30D | +2.7% | +5.3% | -2.6% | +0.7% |
| 3M | +7.4% | +2.6% | +4.7% | +5.8% |
| 6M | +16.0% | -3.3% | +19.3% | +14.3% |
| YTD | +40.9% | +29.2% | +11.7% | +18.6% |
| 1Y | +56.4% | +18.0% | +38.4% | +37.3% |
| 3Y | +84.2% | +30.0% | +54.2% | +44.0% |
| All | +84.2% | +25.2% | +59.1% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling