+858.0%
FCX vs MMM
+1,720.7%
-862.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +3.6% |
| 7D | -1.0% | +5.8% | -6.8% | -5.1% |
| 30D | -15.2% | +17.9% | -33.2% | -25.0% |
| 3M | -10.3% | +3.6% | -13.9% | -13.2% |
| 6M | +1.6% | +32.9% | -31.3% | -18.0% |
| YTD | +23.9% | +19.5% | +4.4% | +7.0% |
| 1Y | +58.0% | +16.5% | +41.5% | +38.9% |
| 3Y | +94.6% | +167.2% | -72.6% | -10.8% |
| 5Y | +70.4% | +48.2% | +22.2% | +17.8% |
| 10Y | +430.7% | +83.0% | +347.6% | +221.1% |
| All | +858.0% | +1,720.7% | -862.7% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling