+1,089.0%
MSTR vs FCX
+1,219.0%
-130.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -3.9% |
| 7D | -4.0% | -1.0% | -2.9% | -3.7% |
| 30D | -18.6% | -15.2% | -3.4% | -14.8% |
| 3M | +25.6% | -10.3% | +35.9% | +29.5% |
| 6M | -33.1% | +1.6% | -34.6% | -33.4% |
| YTD | -17.3% | +23.9% | -41.2% | -22.4% |
| 1Y | -48.1% | +58.0% | -106.1% | -54.3% |
| 3Y | +154.2% | +94.6% | +59.6% | +113.0% |
| 5Y | +46.2% | +70.4% | -24.2% | +29.1% |
| 10Y | +554.5% | +430.7% | +123.9% | +332.3% |
| All | +1,089.0% | +1,219.0% | -130.0% | +498.2% |
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