+613.6%
FCX vs MTB
+172.9%
+440.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.9% |
| 7D | -1.9% | -0.4% | -1.4% | -1.6% |
| 30D | +3.4% | -4.6% | +8.0% | +6.2% |
| 3M | +15.0% | +7.4% | +7.6% | +9.3% |
| 6M | +14.6% | +18.7% | -4.0% | +2.3% |
| YTD | +41.2% | +21.1% | +20.1% | +23.9% |
| 1Y | +60.4% | +24.1% | +36.3% | +38.4% |
| 3Y | +88.4% | +115.3% | -26.9% | +10.6% |
| 5Y | +115.0% | +106.0% | +9.0% | +22.4% |
| All | +613.6% | +172.9% | +440.7% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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