+67.0%
FCX vs MULL
+2,366.2%
-2,299.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -9.3% | +2.8% | -5.0% |
| 7D | -1.9% | +3.6% | -5.5% | -2.6% |
| 30D | +3.4% | +22.0% | -18.6% | -0.8% |
| 3M | +15.0% | -8.6% | +23.6% | +9.0% |
| 6M | +14.6% | +248.5% | -233.9% | -19.6% |
| YTD | +41.2% | +516.3% | -475.1% | -13.6% |
| 1Y | +60.4% | +2,036.6% | -1,976.3% | -27.6% |
| All | +67.0% | +2,366.2% | -2,299.2% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MULL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling