+95.1%
META vs FCX
+73.6%
+21.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | -0.8% | -4.9% | +4.1% | +0.4% |
| 30D | -15.4% | -17.1% | +1.7% | -11.5% |
| 3M | +3.5% | -12.7% | +16.2% | +6.4% |
| 6M | -0.3% | -2.0% | +1.7% | -1.5% |
| YTD | -7.3% | +18.1% | -25.4% | -14.0% |
| 1Y | -1.1% | +55.2% | -56.3% | -15.3% |
| 3Y | +95.1% | +74.3% | +20.7% | +54.4% |
| All | +95.1% | +73.6% | +21.4% | +54.4% |
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 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