+63.3%
MSFT vs FCX
+70.1%
-6.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.8% |
| 7D | -6.2% | -0.8% | -5.5% | -6.1% |
| 30D | -3.7% | -15.1% | +11.4% | -0.8% |
| 3M | +3.6% | -9.6% | +13.2% | +5.1% |
| 6M | +26.8% | -3.1% | +29.8% | +26.0% |
| YTD | +8.4% | +23.4% | -15.0% | +1.3% |
| 1Y | +3.3% | +52.7% | -49.4% | -8.1% |
| 3Y | +44.3% | +91.4% | -47.1% | +15.5% |
| 5Y | +63.3% | +62.7% | +0.6% | +35.5% |
| All | +63.3% | +70.1% | -6.8% | +35.5% |
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