+1,015.5%
FCX vs MKC
+1,733.1%
-717.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -4.9% | -5.9% | +1.0% | -2.8% |
| 30D | +4.8% | -0.9% | +5.7% | +4.9% |
| 3M | +4.6% | +12.7% | -8.1% | -0.8% |
| 6M | +10.8% | -19.3% | +30.1% | +17.9% |
| YTD | +44.2% | -22.2% | +66.4% | +54.8% |
| 1Y | +59.6% | -23.3% | +82.9% | +71.5% |
| 3Y | +82.2% | -30.0% | +112.2% | +99.3% |
| 5Y | +115.6% | -33.8% | +149.4% | +136.7% |
| 10Y | +670.6% | +24.4% | +646.1% | +533.3% |
| All | +1,015.5% | +1,733.1% | -717.6% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling