+84.7%
META vs FCX
+59.3%
+25.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | +3.1% | +4.4% | -1.3% | +1.7% |
| 30D | -18.2% | -16.3% | -1.9% | -13.7% |
| 3M | +7.8% | -12.5% | +20.3% | +11.5% |
| 6M | +3.6% | -8.0% | +11.6% | +4.2% |
| YTD | -5.3% | +20.1% | -25.4% | -14.1% |
| 1Y | +2.7% | +45.9% | -43.2% | -13.0% |
| 3Y | +91.5% | +86.2% | +5.2% | +37.8% |
| 5Y | +84.7% | +57.1% | +27.6% | +39.1% |
| All | +84.7% | +59.3% | +25.4% | +39.1% |
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