+72.2%
FCX vs MDT
-2.4%
+74.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.8% |
| 7D | -2.4% | +2.7% | -5.1% | -3.5% |
| 30D | -18.0% | +14.8% | -32.8% | -22.9% |
| 3M | -14.3% | +14.6% | -28.8% | -19.7% |
| 6M | -1.7% | +35.7% | -37.4% | -16.4% |
| YTD | +19.8% | +8.5% | +11.4% | +15.1% |
| 1Y | +48.6% | +13.3% | +35.4% | +39.2% |
| 3Y | +85.8% | +58.6% | +27.2% | +40.4% |
| 5Y | +72.2% | -2.6% | +74.9% | +64.7% |
| All | +72.2% | -2.4% | +74.6% | +64.7% |
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