+60.3%
FCX vs MNDY
-51.7%
+111.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +1.7% |
| 7D | -6.0% | -1.0% | -5.0% | -6.1% |
| 30D | -13.6% | +17.1% | -30.7% | -11.9% |
| 3M | -6.8% | +3.2% | -10.0% | -5.5% |
| 6M | +13.2% | +25.2% | -12.0% | +17.6% |
| YTD | +24.4% | -34.4% | +58.8% | +29.4% |
| 1Y | +60.3% | -49.8% | +110.0% | +71.5% |
| All | +60.3% | -51.7% | +111.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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