+65.7%
FCX vs MPC
+2,849.2%
-2,783.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.2% |
| 7D | -4.9% | -16.2% | +11.3% | +3.6% |
| 30D | -17.1% | -15.7% | -1.4% | -10.6% |
| 3M | -12.7% | +24.9% | -37.6% | -23.7% |
| 6M | -2.0% | +52.7% | -54.6% | -23.8% |
| YTD | +18.1% | +131.9% | -113.8% | -28.1% |
| 1Y | +55.2% | +96.6% | -41.5% | +2.8% |
| 3Y | +74.3% | +163.8% | -89.5% | -4.6% |
| 5Y | +71.9% | +533.1% | -461.2% | -42.0% |
| 10Y | +498.4% | +1,118.6% | -620.3% | +31.3% |
| All | +65.7% | +2,849.2% | -2,783.6% | -81.1% |
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 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