+49.7%
FCX vs MDLN
-7.1%
+56.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.3% | -11.1% | +8.8% | -2.5% |
| 30D | +2.7% | -8.4% | +11.0% | +2.2% |
| 3M | +7.4% | -12.4% | +19.8% | +6.7% |
| 6M | +16.0% | -23.3% | +39.3% | +17.6% |
| YTD | +40.9% | -22.5% | +63.5% | +43.8% |
| All | +49.7% | -7.1% | +56.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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