+67.5%
FCX vs MPWR
+117.3%
-49.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -10.3% | +2.8% | -3.7% |
| 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% | +3.2% |
| 1Y | +45.3% | +13.9% | +31.4% | +34.9% |
| 3Y | +70.9% | +134.6% | -63.6% | +12.2% |
| 5Y | +67.5% | +114.8% | -47.3% | +4.1% |
| All | +67.5% | +117.3% | -49.8% | +4.1% |
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