+724.2%
FCX vs RMD
+269.7%
+454.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +3.1% | -4.7% | +7.8% | +5.0% |
| 30D | +8.1% | +0.2% | +7.9% | +7.9% |
| 3M | +18.9% | +12.0% | +6.9% | +12.5% |
| 6M | +26.6% | -12.5% | +39.1% | +32.4% |
| YTD | +51.2% | -7.9% | +59.1% | +54.2% |
| 1Y | +75.6% | -20.4% | +95.9% | +90.3% |
| 3Y | +101.7% | +53.1% | +48.6% | +56.7% |
| 5Y | +134.6% | -22.1% | +156.8% | +143.5% |
| 10Y | +724.2% | +275.4% | +448.7% | +313.9% |
| All | +724.2% | +269.7% | +454.4% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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