+913.4%
MSFT vs FCX
+379.1%
+534.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.9% |
| 7D | -2.4% | +4.4% | -6.8% | -3.3% |
| 30D | -3.8% | -16.3% | +12.6% | -0.3% |
| 3M | +6.4% | -12.5% | +18.9% | +8.8% |
| 6M | +28.8% | -8.0% | +36.8% | +29.4% |
| YTD | +8.8% | +20.1% | -11.3% | +1.9% |
| 1Y | +3.2% | +45.9% | -42.8% | -7.6% |
| 3Y | +44.8% | +86.2% | -41.5% | +17.8% |
| 5Y | +61.8% | +57.1% | +4.7% | +32.5% |
| All | +913.4% | +379.1% | +534.3% | +444.8% |
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