+612.2%
FCX vs NOC
+192.5%
+419.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | +2.7% | -9.7% | +12.4% | +6.2% |
| 3M | +7.4% | -5.6% | +13.0% | +8.9% |
| 6M | +16.0% | -28.6% | +44.6% | +30.5% |
| YTD | +40.9% | -7.9% | +48.8% | +42.8% |
| 1Y | +56.4% | -9.5% | +66.0% | +59.3% |
| 3Y | +84.2% | +28.4% | +55.8% | +56.2% |
| 5Y | +114.6% | +59.0% | +55.7% | +58.2% |
| All | +612.2% | +192.5% | +419.7% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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