+114.3%
FCX vs MLM
+41.9%
+72.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -4.9% | -2.9% | -2.0% | -3.0% |
| 30D | +4.8% | -6.8% | +11.6% | +9.7% |
| 3M | +4.6% | -11.2% | +15.8% | +12.0% |
| 6M | +10.8% | -21.8% | +32.7% | +29.1% |
| YTD | +44.2% | -17.0% | +61.2% | +59.7% |
| 1Y | +59.6% | -16.4% | +75.9% | +76.0% |
| 3Y | +82.2% | +14.5% | +67.8% | +57.2% |
| All | +114.3% | +41.9% | +72.4% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling