+1,120.6%
MSTR vs FCX
+1,157.4%
-36.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | -1.2% | -4.9% | +3.7% | +0.2% |
| 30D | -15.9% | -17.1% | +1.2% | -11.4% |
| 3M | +33.1% | -12.7% | +45.8% | +38.4% |
| 6M | -31.0% | -2.0% | -29.0% | -30.6% |
| YTD | -15.1% | +18.1% | -33.2% | -19.2% |
| 1Y | -45.6% | +55.2% | -100.8% | -51.9% |
| 3Y | +180.5% | +74.3% | +106.2% | +141.6% |
| 5Y | +61.7% | +71.9% | -10.2% | +43.1% |
| 10Y | +578.0% | +498.4% | +79.7% | +339.8% |
| All | +1,120.6% | +1,157.4% | -36.8% | +522.5% |
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