+92.8%
FCX vs MSCI
+34.4%
+58.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | -15.1% | +16.5% | -31.5% | -17.4% |
| 3M | -9.6% | +18.2% | -27.8% | -12.5% |
| 6M | -3.1% | +14.0% | -17.0% | -6.5% |
| YTD | +23.4% | +16.6% | +6.9% | +17.2% |
| 1Y | +52.7% | +14.8% | +37.8% | +45.8% |
| All | +92.8% | +34.4% | +58.5% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling