+85.3%
FCX vs MOD
+300.6%
-215.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.9% |
| 7D | -4.9% | +9.6% | -14.5% | -7.2% |
| 30D | +4.8% | 0.0% | +4.8% | +4.5% |
| 3M | +4.6% | -35.4% | +40.0% | +16.4% |
| 6M | +10.8% | -7.3% | +18.1% | +11.9% |
| YTD | +44.2% | +45.8% | -1.6% | +29.9% |
| 1Y | +59.6% | +43.1% | +16.4% | +42.9% |
| All | +85.3% | +300.6% | -215.3% | +21.8% |
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