+470.7%
FCX vs MAS
+219.8%
+250.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.1% | -5.3% |
| 7D | -12.5% | +4.6% | -17.0% | -14.9% |
| 30D | -20.0% | +19.9% | -39.9% | -29.3% |
| 3M | -16.4% | +8.9% | -25.3% | -21.6% |
| 6M | +0.8% | +20.2% | -19.3% | -12.6% |
| YTD | +15.1% | +33.9% | -18.8% | -9.2% |
| 1Y | +45.3% | +34.7% | +10.7% | +14.1% |
| 3Y | +70.9% | +60.4% | +10.6% | +13.7% |
| 5Y | +67.5% | +43.5% | +24.0% | +16.2% |
| All | +470.7% | +219.8% | +250.8% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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