+199.5%
MCHP vs FCX
+688.3%
-488.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | -2.3% | +2.3% | +0.9% |
| 30D | -6.0% | +2.7% | -8.7% | -7.7% |
| 3M | -19.7% | +7.4% | -27.1% | -22.4% |
| 6M | +14.0% | +16.0% | -2.0% | +5.0% |
| YTD | +18.4% | +40.9% | -22.5% | -0.7% |
| 1Y | +17.1% | +56.4% | -39.3% | -7.6% |
| 3Y | +0.7% | +84.2% | -83.5% | -27.4% |
| 5Y | +5.1% | +114.6% | -109.5% | -32.3% |
| All | +199.5% | +688.3% | -488.9% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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