+373.5%
FCX vs MOD
+1,079.7%
-706.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +27.9% | -29.9% | -10.5% |
| 7D | -0.3% | +40.4% | -40.7% | -11.6% |
| 30D | -14.7% | -14.0% | -0.7% | -13.0% |
| 3M | -11.2% | -33.3% | +22.2% | -2.7% |
| 6M | -11.4% | -51.4% | +40.0% | +5.9% |
| YTD | +17.7% | +1.6% | +16.1% | +9.3% |
| 1Y | +47.5% | +5.4% | +42.1% | +34.2% |
| 3Y | +83.9% | +191.0% | -107.1% | +5.6% |
| 5Y | +54.0% | +1,093.1% | -1,039.2% | -50.1% |
| All | +373.5% | +1,079.7% | -706.1% | +43.2% |
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