+114.3%
FCX vs MSCI
-6.7%
+121.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +4.8% | +0.6% | +4.3% | +4.4% |
| 3M | +4.6% | -7.1% | +11.7% | +6.4% |
| 6M | +10.8% | +0.8% | +10.0% | +8.2% |
| YTD | +44.2% | +1.0% | +43.2% | +39.4% |
| 1Y | +59.6% | +4.3% | +55.3% | +50.9% |
| 3Y | +82.2% | +9.9% | +72.3% | +63.5% |
| All | +114.3% | -6.7% | +121.0% | +83.8% |
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