+1,015.5%
FCX vs MDY
+2,437.8%
-1,422.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +4.8% | -1.5% | +6.3% | +6.7% |
| 3M | +4.6% | +0.8% | +3.9% | +4.3% |
| 6M | +10.8% | +7.4% | +3.4% | +3.3% |
| YTD | +44.2% | +15.2% | +29.0% | +23.7% |
| 1Y | +59.6% | +16.5% | +43.0% | +35.7% |
| 3Y | +82.2% | +46.8% | +35.5% | +19.5% |
| 5Y | +115.6% | +46.0% | +69.6% | +45.8% |
| 10Y | +670.6% | +172.1% | +498.5% | +186.2% |
| All | +1,015.5% | +2,437.8% | -1,422.4% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling