+79.7%
FCX vs MULL
+2,481.0%
-2,401.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.4% | +5.8% |
| 7D | +5.7% | +14.0% | -8.3% | +3.3% |
| 30D | +10.1% | +24.8% | -14.8% | +5.2% |
| 3M | +20.2% | -16.1% | +36.3% | +15.5% |
| 6M | +29.7% | +330.9% | -301.2% | -12.5% |
| YTD | +51.9% | +545.0% | -493.1% | -7.8% |
| 1Y | +66.0% | +2,427.1% | -2,361.2% | -27.6% |
| All | +79.7% | +2,481.0% | -2,401.4% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling