+613.6%
FCX vs MDT
+40.9%
+572.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.4% |
| 7D | -1.9% | -1.6% | -0.3% | -0.9% |
| 30D | +3.4% | +1.0% | +2.4% | +2.3% |
| 3M | +15.0% | +15.2% | -0.2% | +2.4% |
| 6M | +14.6% | +3.7% | +11.0% | +9.7% |
| YTD | +41.2% | -3.0% | +44.2% | +41.5% |
| 1Y | +60.4% | +2.5% | +57.9% | +53.6% |
| 3Y | +88.4% | +26.5% | +62.0% | +49.1% |
| 5Y | +115.0% | -18.3% | +133.3% | +140.0% |
| All | +613.6% | +40.9% | +572.7% | +456.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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