+69.9%
FCX vs MP
+104.2%
-34.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.0% | -1.5% | -6.1% |
| 7D | -12.5% | -19.0% | +6.5% | -8.0% |
| 30D | -20.0% | -30.5% | +10.4% | -13.0% |
| 3M | -16.4% | -29.6% | +13.2% | -9.5% |
| 6M | +0.8% | -50.4% | +51.3% | +17.3% |
| YTD | +15.1% | -33.2% | +48.3% | +25.3% |
| 1Y | +45.3% | -38.6% | +83.9% | +59.9% |
| All | +69.9% | +104.2% | -34.4% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling