+102.3%
FCX vs MPC
+2,977.1%
-2,874.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | +5.4% | -10.3% | -7.5% |
| 30D | +4.8% | +31.0% | -26.2% | -9.3% |
| 3M | +4.6% | +46.0% | -41.4% | -15.2% |
| 6M | +10.8% | +77.3% | -66.5% | -20.5% |
| YTD | +44.2% | +141.9% | -97.7% | -12.8% |
| 1Y | +59.6% | +120.9% | -61.4% | +0.3% |
| 3Y | +82.2% | +182.7% | -100.4% | -2.7% |
| 5Y | +115.6% | +646.4% | -530.8% | -32.2% |
| 10Y | +670.6% | +1,138.7% | -468.2% | +70.0% |
| All | +102.3% | +2,977.1% | -2,874.8% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling