+612.2%
FCX vs MDY
+177.2%
+435.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.4% |
| 7D | -2.3% | -1.9% | -0.4% | +0.4% |
| 30D | +2.7% | -4.6% | +7.3% | +9.9% |
| 3M | +7.4% | -1.2% | +8.6% | +9.7% |
| 6M | +16.0% | +9.2% | +6.8% | +3.8% |
| YTD | +40.9% | +13.1% | +27.9% | +20.2% |
| 1Y | +56.4% | +13.0% | +43.4% | +34.1% |
| 3Y | +84.2% | +49.2% | +35.0% | +6.5% |
| 5Y | +114.6% | +47.2% | +67.4% | +28.3% |
| All | +612.2% | +177.2% | +435.0% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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