+58.5%
FCX vs MDY
+34.7%
+23.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.1% |
| 7D | +4.4% | +3.0% | +1.4% | +0.3% |
| 30D | -16.3% | +0.8% | -17.2% | -17.0% |
| 3M | -12.5% | -5.1% | -7.3% | -5.6% |
| 6M | -8.0% | +1.2% | -9.2% | -8.2% |
| YTD | +20.1% | +12.5% | +7.7% | +5.0% |
| 1Y | +45.9% | +13.8% | +32.2% | +25.9% |
| 3Y | +86.2% | +56.4% | +29.8% | +7.7% |
| All | +58.5% | +34.7% | +23.8% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling