+396.6%
FCX vs MPWR
+1,911.0%
-1,514.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.9% | -5.9% | -1.0% |
| 7D | -0.8% | +17.3% | -18.0% | -8.2% |
| 30D | -15.1% | +12.1% | -27.1% | -20.2% |
| 3M | -9.6% | +5.6% | -15.2% | -13.3% |
| 6M | -3.1% | -10.7% | +7.7% | -1.2% |
| YTD | +23.4% | +64.0% | -40.5% | -5.7% |
| 1Y | +52.7% | +55.9% | -3.3% | +19.2% |
| 3Y | +91.4% | +199.5% | -108.1% | -2.9% |
| 5Y | +62.7% | +176.6% | -113.8% | -23.4% |
| All | +396.6% | +1,911.0% | -1,514.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling