+612.2%
FCX vs MKSI
+524.1%
+88.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.2% |
| 7D | -2.3% | +2.7% | -5.0% | -3.4% |
| 30D | +2.7% | -12.8% | +15.5% | +9.2% |
| 3M | +7.4% | -22.5% | +29.9% | +17.6% |
| 6M | +16.0% | +19.4% | -3.4% | +2.6% |
| YTD | +40.9% | +67.7% | -26.8% | +4.9% |
| 1Y | +56.4% | +131.4% | -75.0% | -2.4% |
| 3Y | +84.2% | +197.3% | -113.1% | -8.3% |
| 5Y | +114.6% | +87.0% | +27.7% | +27.2% |
| All | +612.2% | +524.1% | +88.1% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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