+690.7%
MSTR vs FCX
+701.1%
-10.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -6.8% |
| 7D | +9.3% | +5.7% | +3.6% | +6.2% |
| 30D | +36.5% | +10.1% | +26.5% | +30.7% |
| 3M | +7.3% | +20.2% | -12.9% | -1.4% |
| 6M | +2.2% | +29.7% | -27.4% | -10.4% |
| YTD | -10.2% | +51.9% | -62.1% | -27.2% |
| 1Y | -58.6% | +66.0% | -124.6% | -68.3% |
| 3Y | +283.2% | +102.7% | +180.4% | +167.2% |
| 5Y | +113.8% | +138.9% | -25.1% | +44.5% |
| 10Y | +690.7% | +701.1% | -10.3% | +278.4% |
| All | +690.7% | +701.1% | -10.3% | +278.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling