+568.4%
MA vs FCX
+389.5%
+178.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.2% |
| 7D | +1.8% | -2.4% | +4.2% | +2.3% |
| 30D | +11.8% | -18.0% | +29.8% | +16.8% |
| 3M | +17.2% | -14.3% | +31.4% | +20.6% |
| 6M | +33.4% | -1.7% | +35.1% | +31.3% |
| YTD | +16.1% | +19.8% | -3.7% | +6.9% |
| 1Y | +19.9% | +48.6% | -28.7% | +4.3% |
| 3Y | +70.1% | +85.8% | -15.7% | +31.7% |
| 5Y | +89.6% | +72.2% | +17.4% | +44.0% |
| 10Y | +568.4% | +386.3% | +182.1% | +205.0% |
| All | +568.4% | +389.5% | +178.9% | +205.0% |
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