+612.2%
FCX vs MRSH
+218.8%
+393.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -2.3% | -4.8% | +2.5% | +0.9% |
| 30D | +2.7% | -6.3% | +9.0% | +7.2% |
| 3M | +7.4% | +5.8% | +1.6% | +0.7% |
| 6M | +16.0% | +2.8% | +13.2% | +8.8% |
| YTD | +40.9% | -3.1% | +44.0% | +36.7% |
| 1Y | +56.4% | -11.3% | +67.7% | +61.8% |
| 3Y | +84.2% | -5.0% | +89.2% | +71.1% |
| 5Y | +114.6% | +19.2% | +95.4% | +54.9% |
| All | +612.2% | +218.8% | +393.4% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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