+39.2%
FCX vs MULL
+1,230.7%
-1,191.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.1% |
| 7D | -0.3% | +24.5% | -24.8% | -4.3% |
| 30D | -14.7% | -35.5% | +20.8% | -10.4% |
| 3M | -11.2% | -44.8% | +33.6% | -5.5% |
| 6M | -11.4% | -45.5% | +34.1% | -13.5% |
| YTD | +17.7% | +232.5% | -214.8% | -22.6% |
| 1Y | +47.5% | +343.3% | -295.8% | -10.5% |
| All | +39.2% | +1,230.7% | -1,191.4% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling