+134.6%
FCX vs NOC
+55.2%
+79.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +3.1% | -1.6% | +4.7% | +3.4% |
| 30D | +8.1% | -10.4% | +18.5% | +10.3% |
| 3M | +18.9% | -5.6% | +24.5% | +19.8% |
| 6M | +26.6% | -30.4% | +57.0% | +36.6% |
| YTD | +51.2% | -8.5% | +59.6% | +52.5% |
| 1Y | +75.6% | -8.3% | +83.9% | +77.0% |
| 3Y | +101.7% | +28.2% | +73.5% | +81.1% |
| 5Y | +134.6% | +56.7% | +77.9% | +70.4% |
| All | +134.6% | +55.2% | +79.5% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling