+368.3%
FCX vs MDB
+892.0%
-523.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.2% | +4.1% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -15.2% | -15.2% | -0.1% | -12.8% |
| 3M | -10.3% | -17.9% | +7.6% | -8.4% |
| 6M | +1.6% | +9.3% | -7.7% | -2.9% |
| YTD | +23.9% | -22.0% | +45.9% | +24.1% |
| 1Y | +58.0% | -9.3% | +67.4% | +53.0% |
| 3Y | +94.6% | -10.4% | +105.0% | +76.2% |
| 5Y | +70.4% | -43.2% | +113.6% | +53.7% |
| All | +368.3% | +892.0% | -523.7% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling