+130.2%
FCX vs MO
+96.6%
+33.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +3.1% | -2.4% | +5.5% | +3.3% |
| 30D | +8.1% | +3.6% | +4.5% | +7.7% |
| 3M | +18.9% | -3.7% | +22.6% | +18.6% |
| 6M | +26.6% | +4.5% | +22.1% | +23.3% |
| YTD | +51.2% | +21.5% | +29.7% | +41.1% |
| 1Y | +75.6% | +9.5% | +66.0% | +68.3% |
| 3Y | +101.7% | +93.6% | +8.1% | +44.9% |
| All | +130.2% | +96.6% | +33.6% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling