+813.3%
FCX vs M
+242.1%
+571.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +4.1% |
| 7D | -4.9% | -4.3% | -0.6% | -3.6% |
| 30D | -17.1% | +1.3% | -18.4% | -17.7% |
| 3M | -12.7% | -7.4% | -5.3% | -11.0% |
| 6M | -2.0% | +18.3% | -20.3% | -8.3% |
| YTD | +18.1% | +7.6% | +10.5% | +12.8% |
| 1Y | +55.2% | +17.4% | +37.8% | +43.8% |
| 3Y | +74.3% | +108.4% | -34.0% | +24.9% |
| 5Y | +71.9% | -10.6% | +82.5% | +50.4% |
| 10Y | +498.4% | -3.2% | +501.5% | +304.5% |
| All | +813.3% | +242.1% | +571.2% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling