+83.9%
FCX vs M
+158.0%
-74.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -0.3% | +7.0% | -7.3% | -2.0% |
| 30D | -14.7% | +8.9% | -23.6% | -16.6% |
| 3M | -11.2% | +4.5% | -15.7% | -12.4% |
| 6M | -11.4% | +36.2% | -47.6% | -18.3% |
| YTD | +17.7% | +15.1% | +2.6% | +12.0% |
| 1Y | +47.5% | +27.4% | +20.0% | +36.4% |
| 3Y | +83.9% | +160.1% | -76.3% | +40.4% |
| All | +83.9% | +158.0% | -74.1% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling