+373.5%
FCX vs MNST
+344.7%
+28.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.9% |
| 7D | -0.3% | +1.6% | -1.9% | -1.1% |
| 30D | -14.7% | +5.1% | -19.8% | -16.9% |
| 3M | -11.2% | -0.5% | -10.7% | -11.6% |
| 6M | -11.4% | +8.1% | -19.5% | -15.7% |
| YTD | +17.7% | +21.2% | -3.5% | +5.3% |
| 1Y | +47.5% | +30.7% | +16.8% | +27.0% |
| 3Y | +83.9% | +67.3% | +16.6% | +36.4% |
| 5Y | +54.0% | +101.9% | -47.9% | +0.8% |
| All | +373.5% | +344.7% | +28.8% | +139.0% |
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