+60.3%
FCX vs MO
+45.9%
+14.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +2.1% |
| 7D | -6.0% | +6.9% | -12.9% | -2.3% |
| 30D | -13.6% | +14.9% | -28.5% | -6.3% |
| 3M | -6.8% | +16.4% | -23.2% | +2.1% |
| 6M | +13.2% | +9.6% | +3.6% | +21.6% |
| YTD | +24.4% | +41.8% | -17.4% | +41.1% |
| 1Y | +60.3% | +45.3% | +15.0% | +80.9% |
| All | +60.3% | +45.9% | +14.4% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling