+55.4%
FCX vs MTB
+61.4%
-6.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.3% | +1.5% | -1.9% | -1.0% |
| 30D | -14.7% | +2.3% | -17.1% | -15.7% |
| 3M | -11.2% | -12.1% | +1.0% | -5.5% |
| 6M | -11.4% | +9.8% | -21.2% | -16.1% |
| YTD | +17.7% | +12.0% | +5.7% | +10.0% |
| 1Y | +47.5% | +22.0% | +25.4% | +32.0% |
| 3Y | +83.9% | +107.6% | -23.7% | +23.5% |
| All | +55.4% | +61.4% | -6.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling