+55.4%
FCX vs MSCI
+6.3%
+49.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -0.3% | +2.7% | -3.0% | -1.3% |
| 30D | -14.7% | +17.4% | -32.1% | -20.0% |
| 3M | -11.2% | +14.8% | -26.0% | -16.2% |
| 6M | -11.4% | +16.1% | -27.5% | -18.2% |
| YTD | +17.7% | +16.0% | +1.7% | +7.3% |
| 1Y | +47.5% | +16.4% | +31.0% | +34.2% |
| 3Y | +83.9% | +35.3% | +48.6% | +49.3% |
| All | +55.4% | +6.3% | +49.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling