+134.6%
FCX vs OMC
+29.1%
+105.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.9% |
| 7D | +3.1% | -4.2% | +7.3% | +4.8% |
| 30D | +8.1% | -7.5% | +15.6% | +11.2% |
| 3M | +18.9% | +4.6% | +14.3% | +14.8% |
| 6M | +26.6% | -4.8% | +31.4% | +27.3% |
| YTD | +51.2% | -1.0% | +52.2% | +46.9% |
| 1Y | +75.6% | +3.8% | +71.7% | +64.5% |
| 3Y | +101.7% | +10.2% | +91.5% | +73.8% |
| 5Y | +134.6% | +29.7% | +104.9% | +65.3% |
| All | +134.6% | +29.1% | +105.6% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling