-42.3%
MSTR vs FCX
+58.1%
-100.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.4% |
| 7D | -1.8% | -6.0% | +4.2% | +1.4% |
| 30D | -13.3% | -13.6% | +0.3% | -6.7% |
| 3M | +46.0% | -6.8% | +52.8% | +51.2% |
| 6M | -22.4% | +13.2% | -35.6% | -27.0% |
| YTD | -6.2% | +24.4% | -30.6% | -19.2% |
| 1Y | -42.3% | +60.3% | -102.6% | -60.4% |
| All | -42.3% | +58.1% | -100.4% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling