+992.2%
FCX vs MCK
+5,000.8%
-4,008.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.2% |
| 7D | -1.9% | -4.4% | +2.5% | -0.6% |
| 30D | +3.4% | -2.2% | +5.6% | +4.0% |
| 3M | +15.0% | +11.6% | +3.4% | +10.5% |
| 6M | +14.6% | -4.9% | +19.6% | +15.1% |
| YTD | +41.2% | +7.7% | +33.5% | +35.7% |
| 1Y | +60.4% | +25.2% | +35.2% | +46.4% |
| 3Y | +88.4% | +112.1% | -23.7% | +41.3% |
| 5Y | +115.0% | +345.8% | -230.8% | +26.2% |
| 10Y | +669.9% | +439.7% | +230.1% | +311.7% |
| All | +992.2% | +5,000.8% | -4,008.7% | +265.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling