+810.5%
FCX vs MTZ
+3,033.4%
-2,222.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -0.3% | +5.0% | -5.3% | -1.5% |
| 30D | -14.7% | -6.0% | -8.7% | -13.9% |
| 3M | -11.2% | -36.1% | +24.9% | -1.6% |
| 6M | -11.4% | -56.9% | +45.5% | +7.1% |
| YTD | +17.7% | -15.9% | +33.6% | +20.1% |
| 1Y | +47.5% | -3.8% | +51.3% | +45.6% |
| 3Y | +83.9% | +272.3% | -188.4% | +27.7% |
| 5Y | +54.0% | +91.1% | -37.1% | +23.2% |
| 10Y | +372.9% | +426.0% | -53.1% | +196.7% |
| All | +810.5% | +3,033.4% | -2,222.8% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling