+493.9%
FCX vs MP
+257.7%
+236.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.3% |
| 7D | -4.9% | -10.5% | +5.6% | -2.0% |
| 30D | -17.1% | -23.5% | +6.4% | -11.0% |
| 3M | -12.7% | -25.4% | +12.8% | -6.0% |
| 6M | -2.0% | -51.3% | +49.3% | +17.4% |
| YTD | +18.1% | -29.9% | +48.0% | +27.5% |
| 1Y | +55.2% | -31.8% | +87.0% | +67.3% |
| 3Y | +74.3% | +127.0% | -52.7% | +13.2% |
| 5Y | +71.9% | -3.3% | +75.2% | +39.0% |
| All | +493.9% | +257.7% | +236.2% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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