+373.5%
FCX vs MDT
+62.9%
+310.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -3.2% |
| 7D | -0.3% | +1.0% | -1.3% | -1.0% |
| 30D | -14.7% | +9.2% | -23.9% | -20.1% |
| 3M | -11.2% | +14.5% | -25.7% | -20.0% |
| 6M | -11.4% | +37.3% | -48.7% | -31.3% |
| YTD | +17.7% | +9.8% | +7.9% | +7.5% |
| 1Y | +47.5% | +10.5% | +37.0% | +33.7% |
| 3Y | +83.9% | +57.4% | +26.5% | +22.9% |
| 5Y | +54.0% | +1.2% | +52.8% | +45.3% |
| All | +373.5% | +62.9% | +310.6% | +219.8% |
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