+386.3%
FCX vs MNST
+305.0%
+81.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.9% |
| 7D | -2.4% | -3.9% | +1.5% | -0.7% |
| 30D | -18.0% | +3.9% | -21.9% | -19.7% |
| 3M | -14.3% | -0.8% | -13.5% | -14.6% |
| 6M | -1.7% | +5.1% | -6.8% | -5.2% |
| YTD | +19.8% | +18.3% | +1.6% | +8.5% |
| 1Y | +48.6% | +29.5% | +19.2% | +28.5% |
| 3Y | +85.8% | +64.0% | +21.8% | +39.1% |
| 5Y | +72.2% | +97.2% | -24.9% | +14.1% |
| 10Y | +386.3% | +328.4% | +57.8% | +152.1% |
| All | +386.3% | +305.0% | +81.3% | +152.1% |
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