+61.5%
FCX vs MPWR
+124.2%
-62.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +0.7% |
| 7D | -4.9% | -1.7% | -3.1% | -4.5% |
| 30D | -17.1% | -16.5% | -0.6% | -11.8% |
| 3M | -12.7% | -12.3% | -0.4% | -9.1% |
| 6M | -2.0% | -27.7% | +25.8% | +8.5% |
| YTD | +18.1% | +32.0% | -13.9% | +3.9% |
| 1Y | +55.2% | +25.1% | +30.1% | +39.1% |
| 3Y | +74.3% | +146.5% | -72.2% | +12.3% |
| All | +61.5% | +124.2% | -62.7% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling