+105.0%
FCX vs MNDY
-51.7%
+156.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -8.1% | +13.5% | +6.3% |
| 7D | +5.7% | -13.3% | +19.0% | +7.3% |
| 30D | +10.1% | -10.2% | +20.2% | +11.0% |
| 3M | +20.2% | -0.1% | +20.3% | +19.2% |
| 6M | +29.7% | +6.3% | +23.4% | +26.6% |
| YTD | +51.9% | -43.3% | +95.2% | +60.0% |
| 1Y | +66.0% | -56.1% | +122.1% | +80.4% |
| 3Y | +102.7% | -51.1% | +153.9% | +111.7% |
| 5Y | +138.9% | -78.5% | +217.4% | +141.0% |
| All | +105.0% | -51.7% | +156.6% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling