+60.3%
FCX vs MOD
-33.0%
+93.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -21.4% | +22.8% | +7.2% |
| 7D | -6.0% | -31.3% | +25.3% | +3.5% |
| 30D | -13.6% | -46.1% | +32.5% | +1.9% |
| 3M | -6.8% | -51.1% | +44.4% | +12.1% |
| 6M | +13.2% | -62.1% | +75.2% | +46.7% |
| YTD | +24.4% | -26.2% | +50.6% | +40.8% |
| 1Y | +60.3% | -32.6% | +92.8% | +82.7% |
| All | +60.3% | -33.0% | +93.3% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling