+57.1%
FCX vs MOD
+815.4%
-758.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +4.4% | +16.1% | -11.7% | +0.1% |
| 30D | -16.3% | -38.5% | +22.2% | -5.3% |
| 3M | -12.5% | -46.8% | +34.3% | +2.3% |
| 6M | -8.0% | -61.6% | +53.6% | +16.6% |
| YTD | +20.1% | -20.5% | +40.7% | +23.2% |
| 1Y | +45.9% | -28.0% | +73.9% | +52.4% |
| 3Y | +86.2% | +134.9% | -48.7% | +23.3% |
| 5Y | +57.1% | +833.2% | -776.1% | -36.9% |
| All | +57.1% | +815.4% | -758.3% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling