+396.6%
FCX vs MTB
+114.2%
+282.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | -0.8% | -2.0% | +1.2% | +0.6% |
| 30D | -15.1% | +0.1% | -15.2% | -15.1% |
| 3M | -9.6% | -12.1% | +2.5% | -2.4% |
| 6M | -3.1% | +7.3% | -10.4% | -8.0% |
| YTD | +23.4% | +11.5% | +11.9% | +14.0% |
| 1Y | +52.7% | +21.3% | +31.4% | +33.8% |
| 3Y | +91.4% | +104.1% | -12.7% | +17.0% |
| 5Y | +62.7% | +61.8% | +0.9% | +9.8% |
| All | +396.6% | +114.2% | +282.4% | +177.5% |
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