+50.0%
FCX vs M
+25.0%
+24.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.2% |
| 7D | -0.8% | -3.3% | +2.5% | -0.1% |
| 30D | -15.1% | +8.1% | -23.1% | -16.4% |
| 3M | -9.6% | +2.2% | -11.8% | -10.2% |
| 6M | -3.1% | +35.1% | -38.2% | -7.9% |
| YTD | +23.4% | +15.8% | +7.6% | +16.7% |
| All | +50.0% | +25.0% | +24.9% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling