+138.9%
FCX vs RMD
-21.0%
+159.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.5% | +6.4% |
| 7D | +5.7% | -4.5% | +10.2% | +7.3% |
| 30D | +10.1% | +4.6% | +5.5% | +8.3% |
| 3M | +20.2% | +14.8% | +5.4% | +13.6% |
| 6M | +29.7% | -12.1% | +41.7% | +35.1% |
| YTD | +51.9% | -7.5% | +59.4% | +54.9% |
| 1Y | +66.0% | -20.1% | +86.0% | +78.7% |
| 3Y | +102.7% | +53.9% | +48.9% | +60.2% |
| 5Y | +138.9% | -22.2% | +161.1% | +112.4% |
| All | +138.9% | -21.0% | +159.9% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling