+612.2%
FCX vs MXL
+313.4%
+298.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -2.1% |
| 7D | -2.3% | +18.9% | -21.1% | -6.5% |
| 30D | +2.7% | +0.3% | +2.3% | +1.6% |
| 3M | +7.4% | -8.0% | +15.4% | +4.2% |
| 6M | +16.0% | +341.2% | -325.2% | -37.6% |
| YTD | +40.9% | +327.8% | -286.9% | -24.1% |
| 1Y | +56.4% | +364.9% | -308.5% | -19.1% |
| 3Y | +84.2% | +229.2% | -145.0% | -11.4% |
| 5Y | +114.6% | +42.8% | +71.8% | +28.3% |
| All | +612.2% | +313.4% | +298.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling