+115.0%
FCX vs MXL
+29.7%
+85.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.0% | -3.6% | -6.1% |
| 7D | -1.9% | +16.6% | -18.5% | -4.5% |
| 30D | +3.4% | +0.5% | +2.9% | +2.7% |
| 3M | +15.0% | -3.6% | +18.6% | +12.0% |
| 6M | +14.6% | +328.0% | -313.4% | -25.7% |
| YTD | +41.2% | +297.8% | -256.6% | -7.2% |
| 1Y | +60.4% | +339.4% | -279.0% | +1.9% |
| 3Y | +88.4% | +201.7% | -113.3% | +14.9% |
| 5Y | +115.0% | +32.8% | +82.3% | +56.0% |
| All | +115.0% | +29.7% | +85.3% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling