+115.8%
FCX vs MRSH
+18.2%
+97.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -4.8% | +2.5% | -1.0% |
| 30D | +2.7% | -6.3% | +9.0% | +4.6% |
| 3M | +7.4% | +5.8% | +1.6% | +4.2% |
| 6M | +16.0% | +2.8% | +13.2% | +12.9% |
| YTD | +40.9% | -3.1% | +44.0% | +40.1% |
| 1Y | +56.4% | -11.3% | +67.7% | +62.5% |
| 3Y | +84.2% | -5.0% | +89.2% | +77.1% |
| All | +115.8% | +18.2% | +97.6% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling