+193.4%
MCD vs FCX
+369.5%
-176.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +14.1% | -14.7% | +28.9% | +16.2% |
| 3M | +0.6% | -11.2% | +11.8% | +1.7% |
| 6M | 0.0% | -11.4% | +11.4% | +0.6% |
| YTD | -9.3% | +17.7% | -27.0% | -12.8% |
| 1Y | -9.3% | +47.5% | -56.8% | -15.5% |
| 3Y | +8.6% | +83.9% | -75.3% | -5.2% |
| 5Y | +21.9% | +54.0% | -32.1% | +6.2% |
| All | +193.4% | +369.5% | -176.1% | +69.6% |
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