+61.4%
FCX vs MPC
+586.7%
-525.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +1.6% |
| 7D | -0.8% | +2.6% | -3.4% | -1.7% |
| 30D | -15.1% | -12.2% | -2.9% | -10.9% |
| 3M | -9.6% | +20.1% | -29.7% | -18.1% |
| 6M | -3.1% | +60.6% | -63.7% | -24.5% |
| YTD | +23.4% | +150.6% | -127.1% | -26.3% |
| 1Y | +52.7% | +104.7% | -52.0% | +1.8% |
| 3Y | +91.4% | +194.5% | -103.1% | -3.0% |
| All | +61.4% | +586.7% | -525.2% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling