+74.3%
FCX vs MNST
+64.6%
+9.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.5% |
| 7D | -4.9% | -3.4% | -1.5% | -4.3% |
| 30D | -17.1% | +6.6% | -23.8% | -18.3% |
| 3M | -12.7% | -2.9% | -9.8% | -12.3% |
| 6M | -2.0% | +18.4% | -20.4% | -6.7% |
| YTD | +18.1% | +19.3% | -1.2% | +12.0% |
| 1Y | +55.2% | +37.9% | +17.3% | +42.4% |
| 3Y | +74.3% | +62.9% | +11.5% | +63.1% |
| All | +74.3% | +64.6% | +9.7% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling