+13,221.4%
MSFT vs FCX
+1,056.8%
+12,164.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | +2.7% | +4.8% | -2.1% | +1.7% |
| 3M | +17.0% | +4.6% | +12.3% | +15.4% |
| 6M | +23.8% | +10.8% | +13.0% | +20.1% |
| YTD | +4.0% | +44.2% | -40.2% | -4.0% |
| 1Y | -0.8% | +59.6% | -60.4% | -10.6% |
| 3Y | +55.6% | +82.2% | -26.6% | +34.0% |
| 5Y | +72.9% | +115.6% | -42.7% | +40.9% |
| 10Y | +875.8% | +670.6% | +205.2% | +490.4% |
| All | +13,221.4% | +1,056.8% | +12,164.6% | +6,377.6% |
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