+114.3%
FCX vs MP
+58.1%
+56.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -4.9% | -2.9% | -2.0% | -4.0% |
| 30D | +4.8% | +13.8% | -9.0% | +0.5% |
| 3M | +4.6% | -16.7% | +21.3% | +9.6% |
| 6M | +10.8% | -11.5% | +22.3% | +13.3% |
| YTD | +44.2% | +7.9% | +36.3% | +38.1% |
| 1Y | +59.6% | -15.0% | +74.6% | +58.1% |
| 3Y | +82.2% | +153.5% | -71.3% | +5.8% |
| All | +114.3% | +58.1% | +56.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling