+61.5%
FCX vs MOD
+748.9%
-687.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.0% |
| 7D | -4.9% | -25.5% | +20.7% | +2.1% |
| 30D | -17.1% | -49.0% | +31.9% | -1.2% |
| 3M | -12.7% | -49.8% | +37.2% | +3.6% |
| 6M | -2.0% | -64.8% | +62.8% | +27.3% |
| YTD | +18.1% | -27.6% | +45.7% | +24.3% |
| 1Y | +55.2% | -35.2% | +90.4% | +66.8% |
| 3Y | +74.3% | +137.1% | -62.8% | +14.6% |
| All | +61.5% | +748.9% | -687.5% | -33.2% |
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