+87.6%
FCX vs MDY
+57.0%
+30.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.0% |
| 7D | +4.4% | +3.0% | +1.4% | +0.1% |
| 30D | -16.3% | +0.8% | -17.2% | -17.0% |
| 3M | -12.5% | -5.1% | -7.3% | -5.3% |
| 6M | -8.0% | +1.2% | -9.2% | -8.3% |
| YTD | +20.1% | +12.5% | +7.7% | +4.5% |
| 1Y | +45.9% | +13.8% | +32.2% | +25.3% |
| All | +87.6% | +57.0% | +30.6% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling