+395.9%
FCX vs MOD
+915.9%
-520.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +1.9% |
| 7D | -0.8% | +8.2% | -9.0% | -3.2% |
| 30D | -15.1% | -38.2% | +23.1% | -2.5% |
| 3M | -9.6% | -46.2% | +36.6% | +7.3% |
| 6M | -3.1% | -62.5% | +59.5% | +27.4% |
| YTD | +23.4% | -20.1% | +43.5% | +25.3% |
| 1Y | +52.7% | -29.7% | +82.3% | +59.7% |
| 3Y | +91.4% | +136.2% | -44.8% | +18.8% |
| 5Y | +62.7% | +820.4% | -757.6% | -41.9% |
| 10Y | +395.9% | +839.8% | -444.0% | +65.1% |
| All | +395.9% | +915.9% | -520.0% | +65.1% |
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