+168.6%
FCX vs MXL
+270.5%
-101.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.6% | +3.9% |
| 7D | +5.7% | +15.5% | -9.7% | +2.0% |
| 30D | +10.1% | -11.3% | +21.4% | +12.2% |
| 3M | +20.2% | -16.1% | +36.3% | +19.5% |
| 6M | +29.7% | +323.0% | -293.4% | -26.7% |
| YTD | +51.9% | +281.5% | -229.6% | -12.1% |
| 1Y | +66.0% | +319.3% | -253.3% | -7.7% |
| 3Y | +102.7% | +189.4% | -86.6% | +7.4% |
| 5Y | +138.9% | +26.0% | +112.9% | +52.1% |
| 10Y | +701.1% | +243.5% | +457.6% | +233.4% |
| All | +168.6% | +270.5% | -101.9% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling