+60.3%
FCX vs MPC
+122.9%
-62.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.1% | +9.5% | +0.5% |
| 7D | -6.0% | -10.9% | +4.9% | -7.1% |
| 30D | -13.6% | -9.4% | -4.2% | -14.4% |
| 3M | -6.8% | +26.0% | -32.7% | -4.8% |
| 6M | +13.2% | +56.5% | -43.3% | +17.4% |
| YTD | +24.4% | +144.3% | -119.9% | +20.1% |
| 1Y | +60.3% | +117.2% | -57.0% | +55.7% |
| All | +60.3% | +122.9% | -62.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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