+478.7%
FCX vs MP
+240.8%
+237.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.0% | -1.5% | -5.9% |
| 7D | -12.5% | -19.0% | +6.5% | -7.3% |
| 30D | -20.0% | -30.5% | +10.4% | -11.9% |
| 3M | -16.4% | -29.6% | +13.2% | -8.5% |
| 6M | +0.8% | -50.4% | +51.3% | +20.3% |
| YTD | +15.1% | -33.2% | +48.3% | +25.9% |
| 1Y | +45.3% | -38.6% | +83.9% | +61.1% |
| 3Y | +70.9% | +105.5% | -34.5% | +14.2% |
| 5Y | +67.5% | -7.8% | +75.3% | +37.2% |
| All | +478.7% | +240.8% | +237.9% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling