+66.0%
FCX vs M
+31.9%
+34.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.6% | +8.0% | +5.9% |
| 7D | +5.7% | +2.4% | +3.4% | +5.1% |
| 30D | +10.1% | -11.6% | +21.7% | +12.9% |
| 3M | +20.2% | +1.6% | +18.6% | +19.5% |
| 6M | +29.7% | +25.2% | +4.5% | +24.7% |
| YTD | +51.9% | +3.8% | +48.2% | +47.6% |
| 1Y | +66.0% | +36.3% | +29.6% | +47.4% |
| All | +66.0% | +31.9% | +34.0% | +47.4% |
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