+1,015.5%
FCX vs MTZ
+3,966.1%
-2,950.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | -4.9% | -1.6% | -3.3% | -4.5% |
| 30D | +4.8% | -11.1% | +15.9% | +7.6% |
| 3M | +4.6% | -36.7% | +41.3% | +15.8% |
| 6M | +10.8% | -21.9% | +32.8% | +16.3% |
| YTD | +44.2% | +9.1% | +35.1% | +39.0% |
| 1Y | +59.6% | +30.0% | +29.6% | +47.1% |
| 3Y | +82.2% | +138.5% | -56.2% | +40.7% |
| 5Y | +115.6% | +158.3% | -42.7% | +61.5% |
| 10Y | +670.6% | +700.8% | -30.2% | +342.6% |
| All | +1,015.5% | +3,966.1% | -2,950.6% | +372.0% |
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 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