+47.5%
FCX vs MP
-35.6%
+83.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -3.4% |
| 7D | -0.3% | +9.5% | -9.8% | -3.9% |
| 30D | -14.7% | -3.0% | -11.7% | -14.0% |
| 3M | -11.2% | -30.4% | +19.2% | +1.6% |
| 6M | -11.4% | -39.2% | +27.8% | +5.6% |
| YTD | +17.7% | -23.3% | +41.0% | +28.7% |
| 1Y | +47.5% | -32.6% | +80.1% | +65.4% |
| All | +47.5% | -35.6% | +83.1% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling