+94.6%
FCX vs MOD
+148.6%
-54.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.9% | -5.0% | +2.3% |
| 7D | -1.0% | -13.9% | +12.9% | +1.9% |
| 30D | -15.2% | -41.5% | +26.3% | -3.5% |
| 3M | -10.3% | -45.7% | +35.5% | +3.2% |
| 6M | +1.6% | -61.1% | +62.7% | +26.7% |
| YTD | +23.9% | -20.5% | +44.4% | +28.5% |
| 1Y | +58.0% | -32.1% | +90.2% | +68.9% |
| 3Y | +94.6% | +146.5% | -51.9% | +29.9% |
| All | +94.6% | +148.6% | -54.0% | +29.9% |
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 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