+1,192.7%
MRVL vs FCX
+2,173.4%
-980.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.0% |
| 7D | +11.0% | -0.3% | +11.3% | +11.3% |
| 30D | -36.1% | -14.7% | -21.4% | -32.2% |
| 3M | -29.4% | -11.2% | -18.3% | -26.1% |
| 6M | -11.9% | -11.4% | -0.5% | -6.1% |
| YTD | +84.8% | +17.7% | +67.1% | +78.0% |
| 1Y | +79.4% | +47.5% | +31.9% | +61.2% |
| 3Y | +195.7% | +83.9% | +111.9% | +143.2% |
| 5Y | +117.2% | +54.0% | +63.2% | +87.0% |
| 10Y | +1,193.7% | +372.9% | +820.9% | +614.0% |
| All | +1,192.7% | +2,173.4% | -980.7% | +348.6% |
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