+612.2%
FCX vs MRK
+230.6%
+381.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.3% | -4.3% | +2.0% | -0.5% |
| 30D | +2.7% | +8.3% | -5.6% | -0.8% |
| 3M | +7.4% | +20.0% | -12.7% | -1.1% |
| 6M | +16.0% | +25.7% | -9.6% | +4.4% |
| YTD | +40.9% | +38.7% | +2.2% | +21.2% |
| 1Y | +56.4% | +74.7% | -18.2% | +20.9% |
| 3Y | +84.2% | +45.4% | +38.9% | +49.7% |
| 5Y | +114.6% | +129.0% | -14.4% | +28.0% |
| All | +612.2% | +230.6% | +381.6% | +261.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling