+70.4%
FCX vs MOD
+832.8%
-762.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.9% | -5.0% | +2.2% |
| 7D | -1.0% | -13.9% | +12.9% | +2.1% |
| 30D | -15.2% | -41.5% | +26.3% | -2.8% |
| 3M | -10.3% | -45.7% | +35.5% | +4.1% |
| 6M | +1.6% | -61.1% | +62.7% | +28.3% |
| YTD | +23.9% | -20.5% | +44.4% | +27.0% |
| 1Y | +58.0% | -32.1% | +90.2% | +67.6% |
| 3Y | +94.6% | +146.5% | -51.9% | +26.8% |
| 5Y | +70.4% | +812.7% | -742.3% | -30.4% |
| All | +70.4% | +832.8% | -762.4% | -30.4% |
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