+653.3%
FCX vs MTSI
+514.0%
+139.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -1.0% |
| 7D | -4.9% | +1.4% | -6.3% | -5.4% |
| 30D | +4.8% | +2.1% | +2.7% | +2.6% |
| 3M | +4.6% | -29.7% | +34.3% | +17.0% |
| 6M | +10.8% | +12.5% | -1.7% | +3.0% |
| YTD | +44.2% | +57.0% | -12.8% | +17.7% |
| 1Y | +59.6% | +103.9% | -44.4% | +17.2% |
| 3Y | +82.2% | +223.6% | -141.3% | +8.8% |
| 5Y | +115.6% | +321.6% | -205.9% | +14.6% |
| All | +653.3% | +514.0% | +139.3% | +172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling