+1,015.5%
FCX vs MTB
+2,815.8%
-1,800.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +1.7% | -6.6% | -5.8% |
| 30D | +4.8% | -4.2% | +9.0% | +7.1% |
| 3M | +4.6% | +8.9% | -4.3% | -0.5% |
| 6M | +10.8% | +10.9% | 0.0% | +4.4% |
| YTD | +44.2% | +21.5% | +22.7% | +28.9% |
| 1Y | +59.6% | +21.9% | +37.6% | +42.2% |
| 3Y | +82.2% | +109.2% | -27.0% | +18.9% |
| 5Y | +115.6% | +102.0% | +13.7% | +38.7% |
| 10Y | +670.6% | +171.9% | +498.6% | +318.0% |
| All | +1,015.5% | +2,815.8% | -1,800.3% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling