+83.9%
FCX vs MKC
-21.4%
+105.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | -0.3% | -3.0% | +2.7% | -0.2% |
| 30D | -14.7% | +4.8% | -19.5% | -14.9% |
| 3M | -11.2% | -12.8% | +1.7% | -10.6% |
| 6M | -11.4% | +5.0% | -16.4% | -12.5% |
| YTD | +17.7% | -29.1% | +46.8% | +24.9% |
| 1Y | +47.5% | -26.4% | +73.9% | +55.2% |
| 3Y | +83.9% | -21.6% | +105.5% | +89.8% |
| All | +83.9% | -21.4% | +105.3% | +89.8% |
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 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