+60.3%
FCX vs MCK
+31.3%
+29.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.6% | +2.5% |
| 7D | -6.0% | +11.3% | -17.3% | -4.2% |
| 30D | -13.6% | +16.8% | -30.4% | -11.2% |
| 3M | -6.8% | +28.9% | -35.7% | -2.3% |
| 6M | +13.2% | +32.7% | -19.5% | +20.7% |
| YTD | +24.4% | +30.8% | -6.4% | +39.2% |
| 1Y | +60.3% | +27.6% | +32.7% | +76.4% |
| All | +60.3% | +31.3% | +29.0% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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