+105.5%
FCX vs MTSI
+1,004.6%
-899.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | -1.0% |
| 7D | -4.9% | -10.0% | +5.1% | -2.1% |
| 30D | -17.1% | -37.2% | +20.1% | -4.3% |
| 3M | -12.7% | -30.1% | +17.4% | -4.0% |
| 6M | -2.0% | -31.9% | +29.9% | +7.2% |
| YTD | +18.1% | +23.2% | -5.1% | +4.5% |
| 1Y | +55.2% | +26.4% | +28.8% | +35.9% |
| 3Y | +74.3% | +186.2% | -111.8% | +12.0% |
| 5Y | +71.9% | +187.0% | -115.2% | +8.1% |
| 10Y | +498.4% | +460.4% | +38.0% | +162.4% |
| All | +105.5% | +1,004.6% | -899.1% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling