+59.6%
FCX vs MDB
+18.3%
+41.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.5% |
| 7D | -4.9% | -17.4% | +12.6% | -3.7% |
| 30D | +4.8% | -2.0% | +6.8% | +4.3% |
| 3M | +4.6% | -3.0% | +7.6% | +4.3% |
| 6M | +10.8% | +48.7% | -37.9% | +5.3% |
| YTD | +44.2% | -12.1% | +56.4% | +43.3% |
| 1Y | +59.6% | +14.5% | +45.1% | +51.5% |
| All | +59.6% | +18.3% | +41.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling