+373.5%
FCX vs MPC
+1,171.2%
-797.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.3% | +11.2% | -11.5% | -5.6% |
| 30D | -14.7% | -14.5% | -0.2% | -8.3% |
| 3M | -11.2% | +16.7% | -27.8% | -19.5% |
| 6M | -11.4% | +67.6% | -78.9% | -34.8% |
| YTD | +17.7% | +157.9% | -140.2% | -33.4% |
| 1Y | +47.5% | +116.7% | -69.2% | -8.4% |
| 3Y | +83.9% | +199.8% | -115.9% | -8.6% |
| 5Y | +54.0% | +604.4% | -550.5% | -53.9% |
| All | +373.5% | +1,171.2% | -797.6% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling