+120.4%
MSTR vs FCX
+116.6%
+3.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +12.2% | -4.9% | +17.0% | +15.8% |
| 30D | +45.2% | +4.8% | +40.4% | +40.8% |
| 3M | +10.4% | +4.6% | +5.8% | +6.6% |
| 6M | -2.5% | +10.8% | -13.3% | -11.8% |
| YTD | -6.0% | +44.2% | -50.2% | -30.9% |
| 1Y | -56.4% | +59.6% | -116.0% | -71.1% |
| 3Y | +306.3% | +82.2% | +224.0% | +130.0% |
| All | +120.4% | +116.6% | +3.7% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling