+485.6%
FCX vs MLM
+185.4%
+300.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.8% |
| 7D | -4.9% | -4.1% | -0.8% | -2.1% |
| 30D | -17.1% | +8.2% | -25.3% | -21.7% |
| 3M | -12.7% | -3.6% | -9.1% | -11.0% |
| 6M | -2.0% | -15.6% | +13.6% | +8.2% |
| YTD | +18.1% | -16.4% | +34.5% | +30.3% |
| 1Y | +55.2% | -14.3% | +69.5% | +68.5% |
| 3Y | +74.3% | +19.3% | +55.0% | +48.0% |
| 5Y | +71.9% | +29.6% | +42.3% | +34.8% |
| All | +485.6% | +185.4% | +300.2% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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