+83.9%
FCX vs MDB
-11.2%
+95.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -0.3% | +6.8% | -7.1% | -1.2% |
| 30D | -14.7% | -6.2% | -8.5% | -14.1% |
| 3M | -11.2% | -29.2% | +18.1% | -7.8% |
| 6M | -11.4% | +10.3% | -21.7% | -14.4% |
| YTD | +17.7% | -20.4% | +38.1% | +17.9% |
| 1Y | +47.5% | -4.8% | +52.3% | +43.0% |
| 3Y | +83.9% | -11.6% | +95.5% | +60.0% |
| All | +83.9% | -11.2% | +95.1% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling