+386.3%
FCX vs M
-3.0%
+389.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.4% |
| 7D | -2.4% | +5.0% | -7.4% | -3.9% |
| 30D | -18.0% | +10.6% | -28.6% | -20.6% |
| 3M | -14.3% | +1.6% | -15.9% | -15.1% |
| 6M | -1.7% | +30.8% | -32.6% | -10.3% |
| YTD | +19.8% | +16.9% | +3.0% | +12.1% |
| 1Y | +48.6% | +26.3% | +22.4% | +35.5% |
| 3Y | +85.8% | +158.6% | -72.8% | +27.3% |
| 5Y | +72.2% | +2.1% | +70.2% | +46.4% |
| 10Y | +386.3% | -4.3% | +390.6% | +226.2% |
| All | +386.3% | -3.0% | +389.3% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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