+383.2%
FCX vs OMC
+51.0%
+332.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.4% |
| 7D | +4.4% | -0.3% | +4.7% | +4.6% |
| 30D | -16.3% | +10.6% | -27.0% | -21.2% |
| 3M | -12.5% | +2.6% | -15.1% | -14.7% |
| 6M | -8.0% | +16.6% | -24.6% | -18.2% |
| YTD | +20.1% | +10.9% | +9.2% | +7.1% |
| 1Y | +45.9% | +22.1% | +23.9% | +21.6% |
| 3Y | +86.2% | +27.5% | +58.8% | +44.0% |
| 5Y | +57.1% | +50.6% | +6.5% | +4.1% |
| All | +383.2% | +51.0% | +332.2% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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