+625.3%
FCX vs MP
+450.8%
+174.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -4.9% | -2.9% | -2.0% | -4.1% |
| 30D | +4.8% | +13.8% | -9.0% | +1.0% |
| 3M | +4.6% | -16.7% | +21.3% | +9.1% |
| 6M | +10.8% | -11.5% | +22.3% | +13.2% |
| YTD | +44.2% | +7.9% | +36.3% | +38.9% |
| 1Y | +59.6% | -15.0% | +74.6% | +58.7% |
| 3Y | +82.2% | +153.5% | -71.3% | +16.1% |
| 5Y | +115.6% | +58.7% | +57.0% | +53.2% |
| All | +625.3% | +450.8% | +174.5% | +354.0% |
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