+462.9%
META vs FCX
+369.5%
+93.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.4% |
| 7D | +5.2% | -0.3% | +5.5% | +5.2% |
| 30D | -13.0% | -14.7% | +1.7% | -9.5% |
| 3M | +7.9% | -11.2% | +19.1% | +10.7% |
| 6M | +4.2% | -11.4% | +15.6% | +5.9% |
| YTD | -2.5% | +17.7% | -20.3% | -9.0% |
| 1Y | +5.6% | +47.5% | -41.9% | -7.3% |
| 3Y | +96.8% | +83.9% | +12.9% | +57.0% |
| 5Y | +90.0% | +54.0% | +36.1% | +54.8% |
| All | +462.9% | +369.5% | +93.4% | +199.3% |
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