+373.5%
FCX vs MPWR
+1,791.1%
-1,417.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.2% |
| 7D | -0.3% | +16.8% | -17.1% | -7.6% |
| 30D | -14.7% | +11.9% | -26.6% | -19.8% |
| 3M | -11.2% | +2.2% | -13.4% | -13.5% |
| 6M | -11.4% | -15.5% | +4.1% | -7.3% |
| YTD | +17.7% | +54.2% | -36.5% | -7.5% |
| 1Y | +47.5% | +51.5% | -4.0% | +16.6% |
| 3Y | +83.9% | +180.2% | -96.3% | -3.8% |
| 5Y | +54.0% | +156.8% | -102.8% | -24.9% |
| All | +373.5% | +1,791.1% | -1,417.5% | -32.3% |
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