+138.9%
FCX vs MTB
+102.5%
+36.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.6% |
| 7D | +5.7% | +2.8% | +3.0% | +4.2% |
| 30D | +10.1% | -4.2% | +14.2% | +12.3% |
| 3M | +20.2% | +7.8% | +12.4% | +15.1% |
| 6M | +29.7% | +14.8% | +14.9% | +20.0% |
| YTD | +51.9% | +20.8% | +31.2% | +36.6% |
| 1Y | +66.0% | +23.1% | +42.9% | +47.6% |
| 3Y | +102.7% | +114.8% | -12.1% | +32.5% |
| 5Y | +138.9% | +103.3% | +35.6% | +47.6% |
| All | +138.9% | +102.5% | +36.4% | +47.6% |
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