+51.2%
MSFT vs FCX
+101.5%
-50.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.9% |
| 7D | -1.4% | +5.7% | -7.1% | -2.2% |
| 30D | -1.0% | +10.1% | -11.1% | -2.5% |
| 3M | +20.2% | +20.2% | 0.0% | +16.6% |
| 6M | +21.3% | +29.7% | -8.4% | +15.8% |
| YTD | +2.8% | +51.9% | -49.1% | -4.9% |
| 1Y | 0.0% | +66.0% | -66.0% | -9.4% |
| 3Y | +51.2% | +102.7% | -51.5% | +29.1% |
| All | +51.2% | +101.5% | -50.2% | +29.1% |
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 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