+61.5%
FCX vs MAS
+39.2%
+22.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.5% |
| 7D | -4.9% | +2.0% | -6.8% | -5.8% |
| 30D | -17.1% | +19.4% | -36.5% | -24.3% |
| 3M | -12.7% | +9.4% | -22.1% | -16.9% |
| 6M | -2.0% | +15.3% | -17.3% | -10.1% |
| YTD | +18.1% | +31.3% | -13.2% | -0.3% |
| 1Y | +55.2% | +34.9% | +20.3% | +29.1% |
| 3Y | +74.3% | +58.6% | +15.7% | +30.3% |
| All | +61.5% | +39.2% | +22.3% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling