+46.0%
FCX vs MULL
+1,351.1%
-1,305.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +24.0% | -21.0% | -1.0% |
| 7D | -0.8% | -2.5% | +1.8% | -1.8% |
| 30D | -15.1% | -40.1% | +25.0% | -9.8% |
| 3M | -9.6% | -28.2% | +18.6% | -8.1% |
| 6M | -3.1% | -39.6% | +36.5% | -7.1% |
| YTD | +23.4% | +262.6% | -239.2% | -20.0% |
| 1Y | +52.7% | +366.2% | -313.5% | -8.0% |
| All | +46.0% | +1,351.1% | -1,305.1% | -43.5% |
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