+523.0%
FCX vs MP
+281.3%
+241.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.6% | -1.7% | +3.1% |
| 7D | -1.0% | -1.6% | +0.5% | -0.6% |
| 30D | -15.2% | -18.2% | +3.0% | -10.6% |
| 3M | -10.3% | -26.1% | +15.9% | -3.1% |
| 6M | +1.6% | -44.0% | +45.6% | +17.3% |
| YTD | +23.9% | -25.3% | +49.1% | +31.4% |
| 1Y | +58.0% | -35.6% | +93.6% | +72.9% |
| 3Y | +94.6% | +147.1% | -52.5% | +23.5% |
| 5Y | +70.4% | -11.3% | +81.6% | +39.5% |
| All | +523.0% | +281.3% | +241.7% | +329.4% |
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