+430.7%
FCX vs MPWR
+1,847.3%
-1,416.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +16.6% | -11.7% | -2.5% |
| 7D | -1.0% | +11.6% | -12.6% | -6.5% |
| 30D | -15.2% | +0.1% | -15.4% | -16.2% |
| 3M | -10.3% | -0.8% | -9.5% | -11.4% |
| 6M | +1.6% | -13.0% | +14.6% | +4.9% |
| YTD | +23.9% | +53.9% | -30.0% | -2.5% |
| 1Y | +58.0% | +45.8% | +12.2% | +27.3% |
| 3Y | +94.6% | +194.3% | -99.7% | -0.5% |
| 5Y | +70.4% | +160.1% | -89.8% | -17.2% |
| 10Y | +430.7% | +1,786.5% | -1,355.9% | -20.3% |
| All | +430.7% | +1,847.3% | -1,416.6% | -20.3% |
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