+813.3%
FCX vs MNST
+585,078.6%
-584,265.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.1% |
| 7D | -4.9% | -3.4% | -1.5% | -4.5% |
| 30D | -17.1% | +6.6% | -23.8% | -17.8% |
| 3M | -12.7% | -2.9% | -9.8% | -12.5% |
| 6M | -2.0% | +18.4% | -20.4% | -4.2% |
| YTD | +18.1% | +19.3% | -1.2% | +15.3% |
| 1Y | +55.2% | +37.9% | +17.3% | +48.9% |
| 3Y | +74.3% | +62.9% | +11.5% | +63.4% |
| 5Y | +71.9% | +99.6% | -27.7% | +57.3% |
| 10Y | +498.4% | +305.7% | +192.6% | +410.0% |
| All | +813.3% | +585,078.6% | -584,265.3% | +442.4% |
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