+445.3%
FCX vs MDB
+1,017.4%
-572.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.0% |
| 7D | -4.9% | -17.4% | +12.6% | -1.8% |
| 30D | +4.8% | -2.0% | +6.8% | +4.4% |
| 3M | +4.6% | -3.0% | +7.6% | +3.9% |
| 6M | +10.8% | +48.7% | -37.9% | +0.5% |
| YTD | +44.2% | -12.1% | +56.4% | +42.5% |
| 1Y | +59.6% | +14.5% | +45.1% | +49.0% |
| 3Y | +82.2% | -6.1% | +88.4% | +64.6% |
| 5Y | +115.6% | -27.3% | +143.0% | +86.4% |
| All | +445.3% | +1,017.4% | -572.1% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling