+373.5%
FCX vs MLM
+138.2%
+235.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | -14.7% | +9.0% | -23.7% | -19.8% |
| 3M | -11.2% | -5.6% | -5.6% | -8.1% |
| 6M | -11.4% | -10.7% | -0.7% | -5.8% |
| YTD | +17.7% | -17.2% | +34.9% | +30.7% |
| 1Y | +47.5% | -14.2% | +61.7% | +60.0% |
| 3Y | +83.9% | +15.6% | +68.3% | +59.7% |
| 5Y | +54.0% | +26.2% | +27.7% | +22.9% |
| All | +373.5% | +138.2% | +235.3% | +130.5% |
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