+789.9%
FCX vs MLM
+3,839.0%
-3,049.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -5.2% | -2.3% | -4.5% |
| 7D | -12.5% | -1.2% | -11.2% | -11.8% |
| 30D | -20.0% | +7.9% | -28.0% | -23.7% |
| 3M | -16.4% | -4.5% | -11.9% | -14.5% |
| 6M | +0.8% | -12.6% | +13.5% | +7.9% |
| YTD | +15.1% | -14.9% | +29.9% | +24.3% |
| 1Y | +45.3% | -13.1% | +58.4% | +55.3% |
| 3Y | +70.9% | +21.2% | +49.7% | +48.8% |
| 5Y | +67.5% | +32.0% | +35.5% | +37.3% |
| 10Y | +483.0% | +195.3% | +287.7% | +192.9% |
| All | +789.9% | +3,839.0% | -3,049.0% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling