+612.2%
FCX vs MTCH
+208.0%
+404.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -2.3% | +1.3% | -3.5% | -2.7% |
| 30D | +2.7% | +15.9% | -13.2% | -1.9% |
| 3M | +7.4% | +23.3% | -15.9% | +0.1% |
| 6M | +16.0% | +40.1% | -24.1% | +3.7% |
| YTD | +40.9% | +33.6% | +7.3% | +27.0% |
| 1Y | +56.4% | +14.1% | +42.4% | +47.9% |
| 3Y | +84.2% | +1.4% | +82.8% | +74.5% |
| 5Y | +114.6% | -73.1% | +187.8% | +185.1% |
| All | +612.2% | +208.0% | +404.2% | +308.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling