+1,075.1%
FCX vs MO
+6,586.9%
-5,511.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.7% |
| 7D | +5.7% | -2.0% | +7.7% | +6.4% |
| 30D | +10.1% | -0.3% | +10.3% | +9.9% |
| 3M | +20.2% | -2.9% | +23.1% | +19.9% |
| 6M | +29.7% | +5.8% | +23.9% | +24.4% |
| YTD | +51.9% | +22.0% | +29.9% | +37.9% |
| 1Y | +66.0% | +10.7% | +55.3% | +55.4% |
| 3Y | +102.7% | +94.4% | +8.4% | +50.5% |
| 5Y | +138.9% | +97.2% | +41.7% | +75.6% |
| 10Y | +701.1% | +103.0% | +598.1% | +471.4% |
| All | +1,075.1% | +6,586.9% | -5,511.7% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling