+1,847.4%
MRVL vs FCX
+689.9%
+1,157.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -0.6% |
| 7D | +8.7% | -1.9% | +10.5% | +9.4% |
| 30D | +6.9% | +3.4% | +3.5% | +5.1% |
| 3M | -10.1% | +15.0% | -25.1% | -14.6% |
| 6M | +143.4% | +14.6% | +128.8% | +133.0% |
| YTD | +167.5% | +41.2% | +126.3% | +133.2% |
| 1Y | +239.0% | +60.4% | +178.6% | +176.7% |
| 3Y | +311.0% | +88.4% | +222.5% | +208.1% |
| 5Y | +278.0% | +115.0% | +162.9% | +166.5% |
| All | +1,847.4% | +689.9% | +1,157.5% | +734.4% |
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