+810.5%
FCX vs MRK
+1,731.2%
-920.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | -14.7% | +0.3% | -15.0% | -14.9% |
| 3M | -11.2% | +9.7% | -20.8% | -14.7% |
| 6M | -11.4% | +32.0% | -43.3% | -21.7% |
| YTD | +17.7% | +43.3% | -25.6% | +0.5% |
| 1Y | +47.5% | +63.7% | -16.2% | +19.2% |
| 3Y | +83.9% | +58.0% | +25.9% | +46.8% |
| 5Y | +54.0% | +105.0% | -51.0% | +8.4% |
| 10Y | +372.9% | +228.6% | +144.3% | +173.0% |
| All | +810.5% | +1,731.2% | -920.6% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling