+1,015.5%
FCX vs MRK
+1,752.1%
-736.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.8% |
| 7D | -4.9% | +1.3% | -6.2% | -5.4% |
| 30D | +4.8% | +17.1% | -12.3% | -1.8% |
| 3M | +4.6% | +25.9% | -21.3% | -5.2% |
| 6M | +10.8% | +26.8% | -16.0% | -0.2% |
| YTD | +44.2% | +44.9% | -0.7% | +22.9% |
| 1Y | +59.6% | +84.8% | -25.3% | +22.8% |
| 3Y | +82.2% | +50.1% | +32.1% | +48.8% |
| 5Y | +115.6% | +127.4% | -11.8% | +44.8% |
| 10Y | +670.6% | +240.0% | +430.6% | +340.8% |
| All | +1,015.5% | +1,752.1% | -736.6% | +283.1% |
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 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