+45.4%
MSFT vs FCX
+91.8%
-46.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.7% |
| 7D | -6.2% | -0.8% | -5.5% | -6.2% |
| 30D | -3.7% | -15.1% | +11.4% | -1.7% |
| 3M | +3.6% | -9.6% | +13.2% | +4.7% |
| 6M | +26.8% | -3.1% | +29.8% | +26.2% |
| YTD | +8.4% | +23.4% | -15.0% | +3.0% |
| 1Y | +3.3% | +52.7% | -49.4% | -5.4% |
| All | +45.4% | +91.8% | -46.3% | +26.4% |
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