+84.6%
FCX vs MKTX
-25.2%
+109.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.5% | -6.6% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +3.4% | +0.8% | +2.6% | +3.4% |
| 3M | +15.0% | +41.1% | -26.2% | +13.9% |
| 6M | +14.6% | -9.5% | +24.2% | +14.1% |
| YTD | +41.2% | -8.7% | +49.9% | +40.5% |
| 1Y | +60.4% | -10.0% | +70.3% | +59.9% |
| All | +84.6% | -25.2% | +109.8% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling