-17.3%
MCD vs FCX
+60.8%
-78.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.5% |
| 7D | -2.8% | -4.9% | +2.0% | -2.9% |
| 30D | -6.0% | +4.8% | -10.8% | -5.9% |
| 3M | -5.6% | +4.6% | -10.2% | -5.3% |
| 6M | -21.9% | +10.8% | -32.7% | -21.8% |
| YTD | -14.7% | +44.2% | -58.9% | -14.1% |
| 1Y | -17.3% | +59.6% | -76.8% | -16.8% |
| All | -17.3% | +60.8% | -78.1% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling