+613.6%
FCX vs MTZ
+743.7%
-130.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.5% | -3.1% | -4.9% |
| 7D | -1.9% | 0.0% | -1.8% | -1.8% |
| 30D | +3.4% | -14.8% | +18.2% | +11.0% |
| 3M | +15.0% | -30.8% | +45.8% | +32.6% |
| 6M | +14.6% | -22.6% | +37.3% | +24.5% |
| YTD | +41.2% | +6.8% | +34.4% | +30.6% |
| 1Y | +60.4% | +22.1% | +38.2% | +38.5% |
| 3Y | +88.4% | +153.1% | -64.7% | +5.5% |
| 5Y | +115.0% | +161.4% | -46.4% | +12.6% |
| All | +613.6% | +743.7% | -130.2% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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