+69.9%
FCX vs MPWR
+134.6%
-64.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -10.3% | +2.8% | -3.6% |
| 7D | -12.5% | -5.6% | -6.8% | -10.8% |
| 30D | -20.0% | -23.2% | +3.2% | -12.1% |
| 3M | -16.4% | -15.8% | -0.6% | -11.6% |
| 6M | +0.8% | -28.5% | +29.4% | +12.2% |
| YTD | +15.1% | +25.5% | -10.4% | +3.5% |
| 1Y | +45.3% | +13.9% | +31.4% | +35.1% |
| All | +69.9% | +134.6% | -64.7% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling