+55.2%
FCX vs MAS
+32.0%
+23.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.2% |
| 7D | -4.9% | +2.0% | -6.8% | -5.3% |
| 30D | -17.1% | +19.4% | -36.5% | -21.9% |
| 3M | -12.7% | +9.4% | -22.1% | -15.3% |
| 6M | -2.0% | +15.3% | -17.3% | -7.6% |
| YTD | +18.1% | +31.3% | -13.2% | +1.6% |
| 1Y | +55.2% | +34.9% | +20.3% | +31.7% |
| All | +55.2% | +32.0% | +23.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling