+45.3%
FCX vs MRK
+80.0%
-34.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -7.1% |
| 7D | -12.5% | +0.4% | -12.9% | -12.5% |
| 30D | -20.0% | +3.5% | -23.6% | -20.4% |
| 3M | -16.4% | +15.2% | -31.6% | -17.7% |
| 6M | +0.8% | +31.6% | -30.7% | -3.5% |
| YTD | +15.1% | +42.5% | -27.4% | +10.2% |
| 1Y | +45.3% | +79.2% | -33.9% | +37.2% |
| All | +45.3% | +80.0% | -34.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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