+97.6%
FCX vs MXL
+209.6%
-112.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.5% |
| 7D | +3.1% | +19.0% | -15.9% | +0.7% |
| 30D | +8.1% | +4.5% | +3.6% | +6.9% |
| 3M | +18.9% | -1.5% | +20.4% | +16.5% |
| 6M | +26.6% | +348.6% | -322.0% | -10.0% |
| YTD | +51.2% | +310.3% | -259.1% | +9.1% |
| 1Y | +75.6% | +344.7% | -269.2% | +23.6% |
| All | +97.6% | +209.6% | -112.0% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling