+485.6%
FCX vs MOD
+911.6%
-426.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +0.8% |
| 7D | -4.9% | -25.5% | +20.7% | +3.1% |
| 30D | -17.1% | -49.0% | +31.9% | +1.1% |
| 3M | -12.7% | -49.8% | +37.2% | +5.9% |
| 6M | -2.0% | -64.8% | +62.8% | +31.4% |
| YTD | +18.1% | -27.6% | +45.7% | +23.7% |
| 1Y | +55.2% | -35.2% | +90.4% | +66.4% |
| 3Y | +74.3% | +137.1% | -62.8% | +7.5% |
| 5Y | +71.9% | +760.3% | -688.4% | -37.6% |
| All | +485.6% | +911.6% | -426.0% | +102.9% |
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