+20.4%
MCD vs FCX
+127.3%
-106.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.2% |
| 7D | -2.0% | +5.7% | -7.8% | -2.2% |
| 30D | -6.1% | +10.1% | -16.2% | -6.5% |
| 3M | -7.3% | +20.2% | -27.4% | -8.0% |
| 6M | -20.9% | +29.7% | -50.6% | -22.1% |
| YTD | -14.7% | +51.9% | -66.6% | -16.7% |
| 1Y | -16.1% | +66.0% | -82.1% | -18.7% |
| 3Y | -1.5% | +102.7% | -104.3% | -7.0% |
| 5Y | +20.4% | +138.9% | -118.4% | +12.4% |
| All | +20.4% | +127.3% | -106.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling