+134.6%
FCX vs MTZ
+162.0%
-27.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +3.1% | +2.3% | +0.8% | +2.2% |
| 30D | +8.1% | -10.3% | +18.4% | +12.5% |
| 3M | +18.9% | -31.8% | +50.8% | +35.8% |
| 6M | +26.6% | -19.2% | +45.8% | +33.6% |
| YTD | +51.2% | +10.7% | +40.4% | +39.0% |
| 1Y | +75.6% | +37.5% | +38.0% | +46.7% |
| 3Y | +101.7% | +162.4% | -60.6% | +24.1% |
| 5Y | +134.6% | +166.3% | -31.7% | +31.8% |
| All | +134.6% | +162.0% | -27.4% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling