+211.3%
MCD vs FCX
+437.2%
-226.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.2% |
| 7D | +5.9% | -1.0% | +7.0% | +6.0% |
| 30D | +19.6% | -15.2% | +34.9% | +21.9% |
| 3M | +3.3% | -10.3% | +13.5% | +4.3% |
| 6M | +3.5% | +1.6% | +1.9% | +2.3% |
| YTD | -6.1% | +23.9% | -30.0% | -10.2% |
| 1Y | -3.7% | +58.0% | -61.7% | -11.0% |
| 3Y | +13.4% | +94.6% | -81.2% | -1.7% |
| 5Y | +25.2% | +70.4% | -45.2% | +7.3% |
| 10Y | +211.3% | +430.7% | -219.4% | +80.2% |
| All | +211.3% | +437.2% | -226.0% | +80.2% |
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 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