+69.9%
FCX vs MOD
+116.8%
-47.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.3% | -0.2% | -5.6% |
| 7D | -12.5% | -34.2% | +21.7% | -3.4% |
| 30D | -20.0% | -51.9% | +31.8% | -4.3% |
| 3M | -16.4% | -53.0% | +36.7% | -0.2% |
| 6M | +0.8% | -66.4% | +67.2% | +30.5% |
| YTD | +15.1% | -31.5% | +46.6% | +24.1% |
| 1Y | +45.3% | -39.6% | +84.9% | +60.2% |
| All | +69.9% | +116.8% | -47.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling