+827.0%
FCX vs MMM
+1,727.9%
-900.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | -2.4% | +7.0% | -9.3% | -7.1% |
| 30D | -18.0% | +18.4% | -36.4% | -27.6% |
| 3M | -14.3% | +4.5% | -18.8% | -17.6% |
| 6M | -1.7% | +33.4% | -35.1% | -20.9% |
| YTD | +19.8% | +20.0% | -0.1% | +3.3% |
| 1Y | +48.6% | +15.0% | +33.6% | +31.9% |
| 3Y | +85.8% | +165.0% | -79.2% | -14.3% |
| 5Y | +72.2% | +47.9% | +24.3% | +19.4% |
| 10Y | +386.3% | +79.6% | +306.7% | +197.9% |
| All | +827.0% | +1,727.9% | -900.9% | +132.5% |
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 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