+513.2%
MA vs FCX
+707.6%
-194.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -3.5% | +3.1% | -6.6% | -4.2% |
| 30D | +0.8% | +8.1% | -7.3% | -1.3% |
| 3M | +14.8% | +18.9% | -4.2% | +9.3% |
| 6M | +10.0% | +26.6% | -16.6% | +1.7% |
| YTD | -0.1% | +51.2% | -51.3% | -12.3% |
| 1Y | -2.2% | +75.6% | -77.8% | -18.3% |
| 3Y | +39.3% | +101.7% | -62.5% | +7.4% |
| 5Y | +66.3% | +134.6% | -68.3% | +17.6% |
| 10Y | +513.2% | +724.2% | -210.9% | +160.2% |
| All | +513.2% | +707.6% | -194.4% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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