+612.2%
FCX vs MCO
+393.6%
+218.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.3% |
| 7D | -2.3% | -3.8% | +1.5% | +0.2% |
| 30D | +2.7% | -0.4% | +3.1% | +2.6% |
| 3M | +7.4% | +7.7% | -0.3% | +0.7% |
| 6M | +16.0% | +7.0% | +9.0% | +8.7% |
| YTD | +40.9% | -6.4% | +47.3% | +42.5% |
| 1Y | +56.4% | -7.6% | +64.1% | +58.7% |
| 3Y | +84.2% | +43.2% | +41.0% | +31.6% |
| 5Y | +114.6% | +29.6% | +85.1% | +61.5% |
| All | +612.2% | +393.6% | +218.6% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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