+613.6%
FCX vs MKC
+29.3%
+584.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.8% | -6.4% |
| 7D | -1.9% | -2.8% | +1.0% | -1.1% |
| 30D | +3.4% | -3.4% | +6.8% | +4.2% |
| 3M | +15.0% | +3.8% | +11.2% | +13.1% |
| 6M | +14.6% | -17.9% | +32.6% | +20.5% |
| YTD | +41.2% | -23.6% | +64.8% | +51.3% |
| 1Y | +60.4% | -23.1% | +83.5% | +70.8% |
| 3Y | +88.4% | -31.5% | +119.9% | +105.9% |
| 5Y | +115.0% | -33.1% | +148.1% | +133.4% |
| All | +613.6% | +29.3% | +584.3% | +574.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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