+57.1%
FCX vs MNST
+97.2%
-40.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +4.4% | -4.7% | +9.1% | +6.0% |
| 30D | -16.3% | +5.2% | -21.6% | -18.0% |
| 3M | -12.5% | -0.9% | -11.6% | -12.6% |
| 6M | -8.0% | +6.1% | -14.2% | -10.9% |
| YTD | +20.1% | +18.9% | +1.3% | +11.0% |
| 1Y | +45.9% | +29.3% | +16.6% | +30.4% |
| 3Y | +86.2% | +64.9% | +21.4% | +49.0% |
| 5Y | +57.1% | +98.0% | -40.9% | +11.7% |
| All | +57.1% | +97.2% | -40.1% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling