-3.9%
MCD vs FCX
+58.1%
-62.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.3% | +5.2% | +6.6% |
| 7D | +11.9% | -6.0% | +17.9% | +11.7% |
| 30D | +20.2% | -13.6% | +33.8% | +19.9% |
| 3M | +5.2% | -6.8% | +12.0% | +5.1% |
| 6M | 0.0% | +13.2% | -13.2% | -0.3% |
| YTD | -6.5% | +24.4% | -30.9% | -7.3% |
| 1Y | -3.9% | +60.3% | -64.2% | -8.2% |
| All | -3.9% | +58.1% | -62.0% | -8.2% |
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 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