+55.4%
FCX vs MTZ
+89.4%
-34.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.5% |
| 7D | -0.3% | +5.0% | -5.3% | -2.2% |
| 30D | -14.7% | -6.0% | -8.7% | -13.6% |
| 3M | -11.2% | -36.1% | +24.9% | +4.2% |
| 6M | -11.4% | -56.9% | +45.5% | +19.7% |
| YTD | +17.7% | -15.9% | +33.6% | +19.2% |
| 1Y | +47.5% | -3.8% | +51.3% | +41.2% |
| 3Y | +83.9% | +272.3% | -188.4% | -3.1% |
| All | +55.4% | +89.4% | -34.1% | -2.0% |
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 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