+84.6%
FCX vs MTCH
-2.2%
+86.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.8% |
| 7D | -1.9% | -1.4% | -0.4% | -1.6% |
| 30D | +3.4% | +13.6% | -10.2% | 0.0% |
| 3M | +15.0% | +22.4% | -7.4% | +8.3% |
| 6M | +14.6% | +37.2% | -22.5% | +4.3% |
| YTD | +41.2% | +31.8% | +9.4% | +29.4% |
| 1Y | +60.4% | +12.9% | +47.5% | +53.9% |
| All | +84.6% | -2.2% | +86.8% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling