+604.2%
FCX vs MGY
+206.7%
+397.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.0% | +4.3% |
| 7D | +5.7% | -0.9% | +6.6% | +6.2% |
| 30D | +10.1% | +10.1% | -0.1% | +5.2% |
| 3M | +20.2% | -1.5% | +21.6% | +19.3% |
| 6M | +29.7% | -4.9% | +34.6% | +28.5% |
| YTD | +51.9% | +27.7% | +24.3% | +30.5% |
| 1Y | +66.0% | +20.1% | +45.9% | +46.0% |
| 3Y | +102.7% | +24.9% | +77.9% | +71.9% |
| 5Y | +138.9% | +91.6% | +47.3% | +61.5% |
| All | +604.2% | +206.7% | +397.5% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling