+430.7%
FCX vs M
+3.7%
+426.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +2.5% |
| 7D | -1.0% | +2.5% | -3.6% | -1.8% |
| 30D | -15.2% | +10.1% | -25.3% | -17.8% |
| 3M | -10.3% | -0.9% | -9.3% | -10.5% |
| 6M | +1.6% | +30.2% | -28.6% | -7.2% |
| YTD | +23.9% | +16.3% | +7.6% | +16.1% |
| 1Y | +58.0% | +27.0% | +31.1% | +43.8% |
| 3Y | +94.6% | +154.5% | -59.9% | +33.8% |
| 5Y | +70.4% | -1.1% | +71.4% | +46.2% |
| 10Y | +430.7% | +0.5% | +430.2% | +248.6% |
| All | +430.7% | +3.7% | +426.9% | +248.6% |
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