+872.1%
MSFT vs FCX
+689.9%
+182.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.7% | +1.5% |
| 7D | -3.5% | -1.9% | -1.6% | -3.2% |
| 30D | -2.1% | +3.4% | -5.5% | -3.1% |
| 3M | +24.2% | +15.0% | +9.2% | +19.8% |
| 6M | +21.9% | +14.6% | +7.2% | +16.6% |
| YTD | +2.5% | +41.2% | -38.7% | -6.8% |
| 1Y | -0.8% | +60.4% | -61.1% | -13.0% |
| 3Y | +50.8% | +88.4% | -37.7% | +23.4% |
| 5Y | +73.5% | +115.0% | -41.5% | +33.0% |
| All | +872.1% | +689.9% | +182.2% | +406.1% |
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 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