+290.9%
MRVL vs FCX
+136.7%
+154.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +13.8% | +3.1% | +10.7% | +11.7% |
| 30D | +12.7% | +8.1% | +4.6% | +7.3% |
| 3M | -11.9% | +18.9% | -30.9% | -19.6% |
| 6M | +153.8% | +26.6% | +127.2% | +125.5% |
| YTD | +177.0% | +51.2% | +125.8% | +120.3% |
| 1Y | +252.3% | +75.6% | +176.8% | +152.9% |
| 3Y | +325.5% | +101.7% | +223.8% | +167.3% |
| 5Y | +290.9% | +134.6% | +156.2% | +135.9% |
| All | +290.9% | +136.7% | +154.2% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling