+612.2%
FCX vs MO
+114.7%
+497.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +2.7% | +7.1% | -4.5% | -0.5% |
| 3M | +7.4% | -2.0% | +9.3% | +6.6% |
| 6M | +16.0% | +7.3% | +8.7% | +8.8% |
| YTD | +40.9% | +23.5% | +17.5% | +22.4% |
| 1Y | +56.4% | +11.0% | +45.4% | +42.6% |
| 3Y | +84.2% | +95.0% | -10.8% | +16.4% |
| 5Y | +114.6% | +100.6% | +14.0% | +31.0% |
| All | +612.2% | +114.7% | +497.5% | +278.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling