+829.1%
FCX vs MTB
+2,571.9%
-1,742.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -16.3% | +0.8% | -17.2% | -16.7% |
| 3M | -12.5% | -12.8% | +0.3% | -6.1% |
| 6M | -8.0% | +6.7% | -14.7% | -11.7% |
| YTD | +20.1% | +11.3% | +8.8% | +12.4% |
| 1Y | +45.9% | +20.2% | +25.8% | +31.1% |
| 3Y | +86.2% | +103.8% | -17.5% | +23.5% |
| 5Y | +57.1% | +60.9% | -3.8% | +14.2% |
| 10Y | +382.5% | +115.0% | +267.5% | +193.7% |
| All | +829.1% | +2,571.9% | -1,742.8% | +117.9% |
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