+430.7%
FCX vs MSCI
+799.4%
-368.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.0% | +4.5% |
| 7D | -1.0% | +1.5% | -2.5% | -1.8% |
| 30D | -15.2% | +14.4% | -29.6% | -21.2% |
| 3M | -10.3% | +15.2% | -25.5% | -17.4% |
| 6M | +1.6% | +11.2% | -9.7% | -6.6% |
| YTD | +23.9% | +13.9% | +9.9% | +10.7% |
| 1Y | +58.0% | +12.5% | +45.5% | +42.2% |
| 3Y | +94.6% | +32.3% | +62.3% | +52.7% |
| 5Y | +70.4% | +4.9% | +65.5% | +48.8% |
| 10Y | +430.7% | +779.7% | -349.1% | +27.5% |
| All | +430.7% | +799.4% | -368.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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