+97.6%
FCX vs MKC
-31.2%
+128.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +3.1% | -4.3% | +7.4% | +3.4% |
| 30D | +8.1% | -3.1% | +11.2% | +8.3% |
| 3M | +18.9% | +6.8% | +12.1% | +17.9% |
| 6M | +26.6% | -18.3% | +44.9% | +32.3% |
| YTD | +51.2% | -23.1% | +74.2% | +59.8% |
| 1Y | +75.6% | -23.7% | +99.2% | +85.7% |
| All | +97.6% | -31.2% | +128.8% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling