+83.9%
FCX vs MTZ
+271.0%
-187.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -0.3% | +5.0% | -5.3% | -2.1% |
| 30D | -14.7% | -6.0% | -8.7% | -13.6% |
| 3M | -11.2% | -36.1% | +24.9% | +3.9% |
| 6M | -11.4% | -56.9% | +45.5% | +19.5% |
| YTD | +17.7% | -15.9% | +33.6% | +18.3% |
| 1Y | +47.5% | -3.8% | +51.3% | +40.0% |
| 3Y | +83.9% | +272.3% | -188.4% | +7.0% |
| All | +83.9% | +271.0% | -187.1% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling