+59.6%
FCX vs MTCH
+13.9%
+45.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | -4.9% | +0.7% | -5.5% | -4.9% |
| 30D | +4.8% | +9.7% | -4.9% | +4.0% |
| 3M | +4.6% | +21.1% | -16.5% | +1.9% |
| 6M | +10.8% | +37.5% | -26.7% | +5.8% |
| YTD | +44.2% | +31.9% | +12.3% | +39.8% |
| 1Y | +59.6% | +14.6% | +45.0% | +62.8% |
| All | +59.6% | +13.9% | +45.7% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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