-2.8%
MCHP vs FCX
+83.3%
-86.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | +1.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.4% |
| 30D | -11.1% | +3.4% | -14.5% | -13.4% |
| 3M | -18.1% | +15.0% | -33.1% | -24.2% |
| 6M | +10.8% | +14.6% | -3.9% | +0.2% |
| YTD | +14.2% | +41.2% | -27.0% | -9.3% |
| 1Y | +13.5% | +60.4% | -46.9% | -17.9% |
| All | -2.8% | +83.3% | -86.1% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling