+15,808.0%
MA vs FCX
+255.2%
+15,552.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.4% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | +11.0% | -15.1% | +26.1% | +15.2% |
| 3M | +17.9% | -9.6% | +27.5% | +19.9% |
| 6M | +33.2% | -3.1% | +36.2% | +31.5% |
| YTD | +16.5% | +23.4% | -7.0% | +6.5% |
| 1Y | +19.1% | +52.7% | -33.6% | +3.0% |
| 3Y | +70.6% | +91.4% | -20.8% | +32.5% |
| 5Y | +92.1% | +62.7% | +29.4% | +50.3% |
| 10Y | +569.6% | +395.9% | +173.7% | +240.7% |
| All | +15,808.0% | +255.2% | +15,552.7% | +6,341.0% |
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 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