-1.1%
META vs FCX
+50.3%
-51.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | -0.8% | -4.9% | +4.1% | +0.1% |
| 30D | -15.4% | -17.1% | +1.7% | -12.7% |
| 3M | +3.5% | -12.7% | +16.2% | +5.5% |
| 6M | -0.3% | -2.0% | +1.7% | -1.4% |
| YTD | -7.3% | +18.1% | -25.4% | -9.6% |
| 1Y | -1.1% | +55.2% | -56.3% | -4.5% |
| All | -1.1% | +50.3% | -51.4% | -4.5% |
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