+69.9%
FCX vs MAS
+61.2%
+8.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.1% | -6.0% |
| 7D | -12.5% | +4.6% | -17.0% | -14.1% |
| 30D | -20.0% | +19.9% | -39.9% | -26.5% |
| 3M | -16.4% | +8.9% | -25.3% | -19.9% |
| 6M | +0.8% | +20.2% | -19.3% | -8.6% |
| YTD | +15.1% | +33.9% | -18.8% | -3.3% |
| 1Y | +45.3% | +34.7% | +10.7% | +21.7% |
| All | +69.9% | +61.2% | +8.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling