+396.6%
FCX vs M
-6.5%
+403.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.3% |
| 7D | -0.8% | -3.3% | +2.5% | +0.2% |
| 30D | -15.1% | +8.1% | -23.1% | -17.2% |
| 3M | -9.6% | +2.2% | -11.8% | -10.7% |
| 6M | -3.1% | +35.1% | -38.2% | -12.3% |
| YTD | +23.4% | +15.8% | +7.6% | +15.8% |
| 1Y | +52.7% | +25.8% | +26.8% | +39.3% |
| 3Y | +91.4% | +156.2% | -64.8% | +31.5% |
| 5Y | +62.7% | -2.4% | +65.1% | +40.2% |
| All | +396.6% | -6.5% | +403.1% | +237.1% |
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