+92.8%
FCX vs MPC
+194.6%
-101.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.4% |
| 30D | -15.1% | -12.2% | -2.9% | -12.5% |
| 3M | -9.6% | +20.1% | -29.7% | -15.5% |
| 6M | -3.1% | +60.6% | -63.7% | -18.4% |
| YTD | +23.4% | +150.6% | -127.1% | -16.3% |
| 1Y | +52.7% | +104.7% | -52.0% | +13.6% |
| All | +92.8% | +194.6% | -101.8% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling