+1,015.5%
FCX vs MDT
+1,534.8%
-519.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -4.9% | +3.2% | -8.1% | -6.2% |
| 30D | +4.8% | +9.5% | -4.7% | +0.6% |
| 3M | +4.6% | +16.0% | -11.4% | -2.8% |
| 6M | +10.8% | +0.2% | +10.6% | +9.6% |
| YTD | +44.2% | -0.3% | +44.5% | +42.7% |
| 1Y | +59.6% | +4.7% | +54.8% | +54.1% |
| 3Y | +82.2% | +26.5% | +55.7% | +60.5% |
| 5Y | +115.6% | -18.2% | +133.8% | +128.1% |
| 10Y | +670.6% | +40.0% | +630.5% | +567.8% |
| All | +1,015.5% | +1,534.8% | -519.3% | +361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling