+13,824.2%
MA vs FCX
+315.0%
+13,509.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.7% | -4.9% | +2.2% | -1.5% |
| 30D | +1.5% | +4.8% | -3.3% | +0.1% |
| 3M | +20.4% | +4.6% | +15.8% | +17.8% |
| 6M | +11.1% | +10.8% | +0.3% | +5.8% |
| YTD | +2.0% | +44.2% | -42.3% | -9.8% |
| 1Y | -2.2% | +59.6% | -61.7% | -16.6% |
| 3Y | +41.9% | +82.2% | -40.4% | +12.4% |
| 5Y | +75.4% | +115.6% | -40.3% | +27.4% |
| 10Y | +527.5% | +670.6% | -143.0% | +185.3% |
| All | +13,824.2% | +315.0% | +13,509.1% | +5,355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling