+564.4%
FCX vs MKTX
+1,445.1%
-880.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +8.1% | +1.0% | +7.2% | +7.8% |
| 3M | +18.9% | +40.8% | -21.9% | +6.3% |
| 6M | +26.6% | -10.9% | +37.5% | +28.7% |
| YTD | +51.2% | -8.6% | +59.7% | +52.0% |
| 1Y | +75.6% | -11.6% | +87.1% | +77.5% |
| 3Y | +101.7% | -24.5% | +126.2% | +105.6% |
| 5Y | +134.6% | -60.7% | +195.4% | +186.2% |
| 10Y | +724.2% | +5.1% | +719.0% | +588.7% |
| All | +564.4% | +1,445.1% | -880.7% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling