+74.3%
FCX vs MPC
+160.2%
-85.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | -4.9% | -16.2% | +11.3% | -0.5% |
| 30D | -17.1% | -15.7% | -1.4% | -13.8% |
| 3M | -12.7% | +24.9% | -37.6% | -19.9% |
| 6M | -2.0% | +52.7% | -54.6% | -16.7% |
| YTD | +18.1% | +131.9% | -113.8% | -18.6% |
| 1Y | +55.2% | +96.6% | -41.5% | +15.4% |
| 3Y | +74.3% | +163.8% | -89.5% | +3.5% |
| All | +74.3% | +160.2% | -85.8% | +3.5% |
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