+134.6%
FCX vs MDT
-20.5%
+155.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +8.1% | +2.8% | +5.3% | +6.5% |
| 3M | +18.9% | +13.1% | +5.8% | +11.1% |
| 6M | +26.6% | +2.3% | +24.3% | +24.7% |
| YTD | +51.2% | -2.7% | +53.8% | +52.7% |
| 1Y | +75.6% | +0.9% | +74.7% | +73.3% |
| 3Y | +101.7% | +26.8% | +74.9% | +71.8% |
| 5Y | +134.6% | -19.5% | +154.1% | +155.2% |
| All | +134.6% | -20.5% | +155.1% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling