-16.1%
MCD vs FCX
+66.4%
-82.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | +0.2% |
| 7D | -2.0% | +5.7% | -7.8% | -1.9% |
| 30D | -6.1% | +10.1% | -16.2% | -5.9% |
| 3M | -7.3% | +20.2% | -27.4% | -6.7% |
| 6M | -20.9% | +29.7% | -50.6% | -20.6% |
| YTD | -14.7% | +51.9% | -66.6% | -14.0% |
| 1Y | -16.1% | +66.0% | -82.1% | -15.6% |
| All | -16.1% | +66.4% | -82.6% | -15.6% |
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 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