+386.3%
FCX vs MOD
+920.5%
-534.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.3% |
| 7D | -2.4% | -17.8% | +15.5% | +2.6% |
| 30D | -18.0% | -43.2% | +25.3% | -3.4% |
| 3M | -14.3% | -46.0% | +31.8% | +1.5% |
| 6M | -1.7% | -62.2% | +60.5% | +28.8% |
| YTD | +19.8% | -22.8% | +42.6% | +23.0% |
| 1Y | +48.6% | -35.5% | +84.1% | +59.7% |
| 3Y | +85.8% | +128.2% | -42.4% | +16.7% |
| 5Y | +72.2% | +791.6% | -719.4% | -37.8% |
| 10Y | +386.3% | +886.3% | -500.0% | +65.2% |
| All | +386.3% | +920.5% | -534.2% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling