+474.4%
FCX vs MDB
+978.8%
-504.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.8% | +6.0% |
| 7D | +5.7% | -18.0% | +23.7% | +9.2% |
| 30D | +10.1% | -10.7% | +20.8% | +11.5% |
| 3M | +20.2% | +1.0% | +19.2% | +18.4% |
| 6M | +29.7% | +31.6% | -1.9% | +20.4% |
| YTD | +51.9% | -15.2% | +67.1% | +51.0% |
| 1Y | +66.0% | +10.1% | +55.9% | +56.0% |
| 3Y | +102.7% | -5.6% | +108.4% | +82.7% |
| 5Y | +138.9% | -24.5% | +163.4% | +104.5% |
| All | +474.4% | +978.8% | -504.4% | +156.4% |
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