+612.2%
FCX vs MCK
+442.8%
+169.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.4% |
| 30D | +2.7% | +0.4% | +2.2% | +2.4% |
| 3M | +7.4% | +12.1% | -4.7% | +2.6% |
| 6M | +16.0% | -5.4% | +21.5% | +17.1% |
| YTD | +40.9% | +7.8% | +33.1% | +34.8% |
| 1Y | +56.4% | +22.9% | +33.5% | +41.4% |
| 3Y | +84.2% | +110.7% | -26.5% | +25.5% |
| 5Y | +114.6% | +346.2% | -231.6% | -0.7% |
| All | +612.2% | +442.8% | +169.4% | +209.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling