+395.9%
FCX vs RMD
+349.2%
+46.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.3% |
| 7D | -0.8% | -0.8% | +0.1% | -0.4% |
| 30D | -15.1% | +1.7% | -16.7% | -15.8% |
| 3M | -9.6% | +6.4% | -16.0% | -12.2% |
| 6M | -3.1% | +20.7% | -23.8% | -11.6% |
| YTD | +23.4% | -0.2% | +23.6% | +21.5% |
| 1Y | +52.7% | -4.5% | +57.2% | +53.0% |
| 3Y | +91.4% | +70.5% | +20.9% | +42.6% |
| 5Y | +62.7% | -1.6% | +64.4% | +52.5% |
| 10Y | +395.9% | +342.7% | +53.2% | +146.5% |
| All | +395.9% | +349.2% | +46.6% | +146.5% |
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