+1,075.1%
FCX vs MTCH
+3,671.6%
-2,596.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.7% |
| 7D | +5.7% | -1.8% | +7.5% | +6.1% |
| 30D | +10.1% | +10.4% | -0.4% | +7.4% |
| 3M | +20.2% | +21.0% | -0.8% | +14.4% |
| 6M | +29.7% | +36.6% | -6.9% | +19.8% |
| YTD | +51.9% | +29.7% | +22.3% | +41.5% |
| 1Y | +66.0% | +8.6% | +57.4% | +60.9% |
| 3Y | +102.7% | -2.7% | +105.5% | +96.9% |
| 5Y | +138.9% | -72.9% | +211.8% | +196.2% |
| 10Y | +701.1% | +185.0% | +516.1% | +476.8% |
| All | +1,075.1% | +3,671.6% | -2,596.4% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling