+1,075.1%
FCX vs MCO
+8,201.3%
-7,126.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +6.5% |
| 7D | +5.7% | -2.7% | +8.4% | +6.9% |
| 30D | +10.1% | +0.9% | +9.1% | +9.3% |
| 3M | +20.2% | +8.7% | +11.5% | +14.5% |
| 6M | +29.7% | +2.4% | +27.2% | +26.7% |
| YTD | +51.9% | -5.2% | +57.1% | +52.4% |
| 1Y | +66.0% | -4.4% | +70.3% | +65.3% |
| 3Y | +102.7% | +45.1% | +57.6% | +64.4% |
| 5Y | +138.9% | +31.5% | +107.4% | +101.3% |
| 10Y | +701.1% | +380.7% | +320.3% | +285.7% |
| All | +1,075.1% | +8,201.3% | -7,126.2% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling