+102.7%
FCX vs MDT
+28.1%
+74.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +5.9% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | +10.1% | +6.0% | +4.1% | +7.8% |
| 3M | +20.2% | +15.5% | +4.6% | +13.4% |
| 6M | +29.7% | +3.4% | +26.3% | +29.1% |
| YTD | +51.9% | -2.2% | +54.1% | +54.7% |
| 1Y | +66.0% | +2.6% | +63.4% | +64.8% |
| 3Y | +102.7% | +27.5% | +75.2% | +79.1% |
| All | +102.7% | +28.1% | +74.6% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling