+90.1%
FCX vs MNDY
-49.8%
+140.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -2.3% | -4.6% | +2.4% | -1.9% |
| 30D | +2.7% | +1.0% | +1.6% | +2.1% |
| 3M | +7.4% | +9.1% | -1.7% | +5.3% |
| 6M | +16.0% | +14.2% | +1.8% | +12.3% |
| YTD | +40.9% | -41.1% | +82.1% | +47.7% |
| 1Y | +56.4% | -54.7% | +111.2% | +69.5% |
| 3Y | +84.2% | -50.6% | +134.8% | +92.0% |
| 5Y | +114.6% | -76.7% | +191.3% | +116.2% |
| All | +90.1% | -49.8% | +140.0% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling