-58.6%
MSTR vs FCX
+66.4%
-125.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -6.7% |
| 7D | +9.3% | +5.7% | +3.6% | +6.3% |
| 30D | +36.5% | +10.1% | +26.5% | +30.8% |
| 3M | +7.3% | +20.2% | -12.9% | -0.8% |
| 6M | +2.2% | +29.7% | -27.4% | -9.0% |
| YTD | -10.2% | +51.9% | -62.1% | -24.4% |
| 1Y | -58.6% | +66.0% | -124.6% | -67.0% |
| All | -58.6% | +66.4% | -125.1% | -67.0% |
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