+661.8%
FCX vs MNST
+241.8%
+420.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -4.9% | -6.5% | +1.6% | -1.9% |
| 30D | +4.8% | -7.2% | +12.0% | +8.2% |
| 3M | +4.6% | -1.0% | +5.6% | +4.4% |
| 6M | +10.8% | +11.5% | -0.7% | +4.0% |
| YTD | +44.2% | +14.3% | +29.9% | +33.4% |
| 1Y | +59.6% | +38.1% | +21.4% | +33.8% |
| 3Y | +82.2% | +55.0% | +27.3% | +41.3% |
| 5Y | +115.6% | +79.6% | +36.0% | +51.4% |
| All | +661.8% | +241.8% | +420.0% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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