+71.6%
FCX vs MSCI
+3,095.4%
-3,023.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.9% |
| 7D | -4.9% | +2.8% | -7.7% | -6.4% |
| 30D | -17.1% | +15.4% | -32.6% | -24.0% |
| 3M | -12.7% | +13.4% | -26.1% | -19.6% |
| 6M | -2.0% | +10.9% | -12.9% | -10.5% |
| YTD | +18.1% | +13.0% | +5.1% | +4.9% |
| 1Y | +55.2% | +12.0% | +43.1% | +38.6% |
| 3Y | +74.3% | +34.1% | +40.2% | +34.1% |
| 5Y | +71.9% | +3.9% | +68.0% | +49.0% |
| 10Y | +498.4% | +802.0% | -303.7% | +29.6% |
| All | +71.6% | +3,095.4% | -3,023.8% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling