+10.5%
MCD vs FCX
+73.6%
-63.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.6% |
| 7D | +7.1% | -4.9% | +12.0% | +7.1% |
| 30D | +19.8% | -17.1% | +36.9% | +19.8% |
| 3M | +0.8% | -12.7% | +13.5% | +0.8% |
| 6M | -1.3% | -2.0% | +0.7% | -1.4% |
| YTD | -7.8% | +18.1% | -25.8% | -8.3% |
| 1Y | -5.0% | +55.2% | -60.1% | -6.0% |
| 3Y | +10.5% | +74.3% | -63.8% | +7.8% |
| All | +10.5% | +73.6% | -63.1% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling