+2,579.0%
FCX vs MKSI
+2,229.0%
+350.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +3.1% | +6.6% | -3.5% | +1.1% |
| 30D | +8.1% | -8.2% | +16.3% | +10.7% |
| 3M | +18.9% | -16.4% | +35.3% | +23.7% |
| 6M | +26.6% | +23.0% | +3.6% | +17.1% |
| YTD | +51.2% | +68.2% | -17.0% | +26.7% |
| 1Y | +75.6% | +148.6% | -73.0% | +29.7% |
| 3Y | +101.7% | +196.0% | -94.2% | +35.9% |
| 5Y | +134.6% | +87.4% | +47.3% | +75.3% |
| 10Y | +724.2% | +523.8% | +200.3% | +352.5% |
| All | +2,579.0% | +2,229.0% | +350.0% | +1,372.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling