+78.8%
FCX vs MULL
+2,620.5%
-2,541.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.4% |
| 7D | +3.1% | +14.8% | -11.7% | +0.6% |
| 30D | +8.1% | +36.6% | -28.4% | +1.8% |
| 3M | +18.9% | -8.9% | +27.8% | +12.8% |
| 6M | +26.6% | +311.9% | -285.3% | -13.7% |
| YTD | +51.2% | +579.8% | -528.7% | -9.1% |
| 1Y | +75.6% | +2,421.5% | -2,346.0% | -23.1% |
| All | +78.8% | +2,620.5% | -2,541.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling