+430.7%
FCX vs MNST
+316.3%
+114.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -1.0% | -5.0% | +3.9% | +1.2% |
| 30D | -15.2% | +4.6% | -19.8% | -17.2% |
| 3M | -10.3% | +1.0% | -11.3% | -11.3% |
| 6M | +1.6% | +5.8% | -4.2% | -2.3% |
| YTD | +23.9% | +19.1% | +4.8% | +11.9% |
| 1Y | +58.0% | +30.9% | +27.1% | +36.1% |
| 3Y | +94.6% | +65.7% | +28.9% | +45.4% |
| 5Y | +70.4% | +99.0% | -28.6% | +13.0% |
| 10Y | +430.7% | +313.1% | +117.6% | +187.0% |
| All | +430.7% | +316.3% | +114.3% | +187.0% |
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