+239.0%
MRVL vs FCX
+62.5%
+176.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | +0.3% |
| 7D | +8.7% | -1.9% | +10.5% | +9.7% |
| 30D | +6.9% | +3.4% | +3.5% | +4.3% |
| 3M | -10.1% | +15.0% | -25.1% | -16.5% |
| 6M | +143.4% | +14.6% | +128.8% | +126.9% |
| YTD | +167.5% | +41.2% | +126.3% | +142.6% |
| 1Y | +239.0% | +60.4% | +178.6% | +197.8% |
| All | +239.0% | +62.5% | +176.5% | +197.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling