+72.2%
FCX vs MTSI
+209.3%
-137.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.6% |
| 7D | -2.4% | -3.8% | +1.5% | -1.5% |
| 30D | -18.0% | -31.4% | +13.4% | -5.6% |
| 3M | -14.3% | -23.8% | +9.5% | -7.2% |
| 6M | -1.7% | -37.1% | +35.3% | +13.8% |
| YTD | +19.8% | +32.2% | -12.4% | -3.3% |
| 1Y | +48.6% | +26.9% | +21.7% | +21.8% |
| 3Y | +85.8% | +193.7% | -107.9% | -7.0% |
| 5Y | +72.2% | +218.0% | -145.8% | -27.8% |
| All | +72.2% | +209.3% | -137.1% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling