+1,015.5%
FCX vs MAS
+1,062.5%
-47.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | +4.8% | -5.6% | +10.4% | +7.6% |
| 3M | +4.6% | +4.4% | +0.2% | +1.5% |
| 6M | +10.8% | +7.2% | +3.6% | +5.9% |
| YTD | +44.2% | +16.1% | +28.1% | +31.2% |
| 1Y | +59.6% | +0.1% | +59.5% | +55.8% |
| 3Y | +82.2% | +28.3% | +53.9% | +54.9% |
| 5Y | +115.6% | +30.5% | +85.2% | +77.9% |
| 10Y | +670.6% | +139.1% | +531.4% | +382.0% |
| All | +1,015.5% | +1,062.5% | -47.1% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling