+724.2%
FCX vs MMM
+51.9%
+672.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.8% |
| 7D | +3.1% | -2.6% | +5.7% | +5.1% |
| 30D | +8.1% | -9.3% | +17.4% | +16.0% |
| 3M | +18.9% | +5.6% | +13.4% | +13.8% |
| 6M | +26.6% | +9.5% | +17.1% | +17.9% |
| YTD | +51.2% | +4.1% | +47.0% | +44.5% |
| 1Y | +75.6% | +9.4% | +66.2% | +60.9% |
| 3Y | +101.7% | +101.0% | +0.7% | +7.8% |
| 5Y | +134.6% | +26.1% | +108.5% | +88.8% |
| 10Y | +724.2% | +54.7% | +669.4% | +534.7% |
| All | +724.2% | +51.9% | +672.2% | +534.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling