+56.4%
FCX vs MTB
+24.6%
+31.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +2.7% | -4.8% | +7.5% | +4.8% |
| 3M | +7.4% | +6.0% | +1.4% | +3.2% |
| 6M | +16.0% | +19.6% | -3.6% | +3.5% |
| YTD | +40.9% | +21.5% | +19.4% | +21.9% |
| 1Y | +56.4% | +24.7% | +31.7% | +27.1% |
| All | +56.4% | +24.6% | +31.8% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling