-11.4%
FCX vs MKC
+2.9%
-14.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -1.6% |
| 7D | -0.3% | -3.0% | +2.7% | -1.4% |
| 30D | -14.7% | +4.8% | -19.5% | -12.6% |
| 3M | -11.2% | -12.8% | +1.7% | -17.1% |
| 6M | -11.4% | +5.0% | -16.4% | +4.5% |
| All | -11.4% | +2.9% | -14.3% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling