+661.8%
FCX vs MSCI
+624.4%
+37.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | +4.8% | +0.6% | +4.3% | +4.2% |
| 3M | +4.6% | -7.1% | +11.7% | +6.8% |
| 6M | +10.8% | +0.8% | +10.0% | +7.4% |
| YTD | +44.2% | +1.0% | +43.2% | +38.0% |
| 1Y | +59.6% | +4.3% | +55.3% | +48.7% |
| 3Y | +82.2% | +9.9% | +72.3% | +59.2% |
| 5Y | +115.6% | -6.8% | +122.4% | +99.8% |
| All | +661.8% | +624.4% | +37.4% | +103.6% |
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