+1,015.5%
FCX vs MNST
+560,760.1%
-559,744.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -4.9% | -6.5% | +1.6% | -4.1% |
| 30D | +4.8% | -7.2% | +12.0% | +5.7% |
| 3M | +4.6% | -1.0% | +5.6% | +4.6% |
| 6M | +10.8% | +11.5% | -0.7% | +9.2% |
| YTD | +44.2% | +14.3% | +29.9% | +41.7% |
| 1Y | +59.6% | +38.1% | +21.4% | +53.1% |
| 3Y | +82.2% | +55.0% | +27.3% | +72.0% |
| 5Y | +115.6% | +79.6% | +36.0% | +99.7% |
| 10Y | +670.6% | +241.8% | +428.8% | +568.6% |
| All | +1,015.5% | +560,760.1% | -559,744.6% | +566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling