+485.6%
FCX vs MNST
+301.8%
+183.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +4.6% |
| 7D | -4.9% | -3.4% | -1.5% | -3.5% |
| 30D | -17.1% | +6.6% | -23.8% | -19.8% |
| 3M | -12.7% | -2.9% | -9.8% | -12.2% |
| 6M | -2.0% | +18.4% | -20.4% | -11.0% |
| YTD | +18.1% | +19.3% | -1.2% | +6.7% |
| 1Y | +55.2% | +37.9% | +17.3% | +30.5% |
| 3Y | +74.3% | +62.9% | +11.5% | +31.9% |
| 5Y | +71.9% | +99.6% | -27.7% | +14.2% |
| All | +485.6% | +301.8% | +183.8% | +224.2% |
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