+789.9%
FCX vs MNST
+612,084.8%
-611,294.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.9% | -5.6% | -7.3% |
| 7D | -12.5% | +3.2% | -15.7% | -12.8% |
| 30D | -20.0% | +10.6% | -30.6% | -21.0% |
| 3M | -16.4% | +1.3% | -17.6% | -16.6% |
| 6M | +0.8% | +26.2% | -25.4% | -2.2% |
| YTD | +15.1% | +24.8% | -9.7% | +11.8% |
| 1Y | +45.3% | +40.9% | +4.4% | +39.2% |
| 3Y | +70.9% | +72.2% | -1.2% | +59.2% |
| 5Y | +67.5% | +108.8% | -41.3% | +52.5% |
| 10Y | +483.0% | +324.4% | +158.6% | +394.5% |
| All | +789.9% | +612,084.8% | -611,294.9% | +425.9% |
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