+114.3%
FCX vs MMM
+24.5%
+89.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | -3.3% | -1.6% | -3.1% |
| 30D | +4.8% | -7.0% | +11.8% | +9.0% |
| 3M | +4.6% | +10.8% | -6.2% | -1.2% |
| 6M | +10.8% | +5.8% | +5.1% | +7.3% |
| YTD | +44.2% | +6.8% | +37.5% | +37.9% |
| 1Y | +59.6% | +10.4% | +49.2% | +49.5% |
| 3Y | +82.2% | +104.7% | -22.4% | +20.3% |
| All | +114.3% | +24.5% | +89.8% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling