+13,842.6%
MSFT vs FCX
+863.6%
+12,979.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.8% |
| 7D | -2.4% | +4.4% | -6.8% | -3.2% |
| 30D | -3.8% | -16.3% | +12.6% | -0.9% |
| 3M | +6.4% | -12.5% | +18.9% | +8.4% |
| 6M | +28.8% | -8.0% | +36.8% | +29.3% |
| YTD | +8.8% | +20.1% | -11.3% | +3.5% |
| 1Y | +3.2% | +45.9% | -42.8% | -5.3% |
| 3Y | +44.8% | +86.2% | -41.5% | +24.0% |
| 5Y | +61.8% | +57.1% | +4.7% | +39.5% |
| 10Y | +897.9% | +382.5% | +515.4% | +552.4% |
| All | +13,842.6% | +863.6% | +12,979.0% | +6,877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling