+60.3%
FCX vs MTSI
+59.5%
+0.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -6.0% | -10.7% | +4.6% | -2.7% |
| 30D | -13.6% | -29.0% | +15.4% | -4.4% |
| 3M | -6.8% | -14.7% | +7.9% | -4.5% |
| 6M | +13.2% | -20.1% | +33.3% | +19.1% |
| YTD | +24.4% | +36.1% | -11.7% | +13.2% |
| 1Y | +60.3% | +61.7% | -1.5% | +42.2% |
| All | +60.3% | +59.5% | +0.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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