+59.6%
FCX vs MMM
+12.8%
+46.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -3.3% | -1.6% | -3.3% |
| 30D | +4.8% | -7.0% | +11.8% | +8.6% |
| 3M | +4.6% | +10.8% | -6.2% | -0.8% |
| 6M | +10.8% | +5.8% | +5.1% | +5.8% |
| YTD | +44.2% | +6.8% | +37.5% | +35.8% |
| 1Y | +59.6% | +10.4% | +49.2% | +46.5% |
| All | +59.6% | +12.8% | +46.8% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling