+612.2%
FCX vs MKTX
+5.0%
+607.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.3% | -0.2% | -2.0% | -2.2% |
| 30D | +2.7% | +0.7% | +1.9% | +2.5% |
| 3M | +7.4% | +40.8% | -33.4% | -1.6% |
| 6M | +16.0% | -8.0% | +24.0% | +17.2% |
| YTD | +40.9% | -8.7% | +49.7% | +42.3% |
| 1Y | +56.4% | -11.8% | +68.3% | +58.9% |
| 3Y | +84.2% | -24.0% | +108.2% | +87.4% |
| 5Y | +114.6% | -60.3% | +174.9% | +156.0% |
| All | +612.2% | +5.0% | +607.1% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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