+3,531.5%
MCHP vs FCX
+1,118.7%
+2,412.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -2.4% |
| 7D | +2.8% | +5.7% | -3.0% | +1.2% |
| 30D | -12.8% | +10.1% | -22.9% | -15.2% |
| 3M | -19.2% | +20.2% | -39.4% | -22.9% |
| 6M | +14.5% | +29.7% | -15.1% | +6.5% |
| YTD | +17.1% | +51.9% | -34.8% | +4.2% |
| 1Y | +15.3% | +66.0% | -50.7% | -0.4% |
| 3Y | +0.5% | +102.7% | -102.3% | -17.5% |
| 5Y | +6.1% | +138.9% | -132.8% | -17.7% |
| 10Y | +192.2% | +701.1% | -508.8% | +64.4% |
| All | +3,531.5% | +1,118.7% | +2,412.8% | +1,577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling