+789.9%
FCX vs MOD
+247.2%
+542.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.3% | -0.2% | -5.3% |
| 7D | -12.5% | -34.2% | +21.7% | -1.7% |
| 30D | -20.0% | -51.9% | +31.8% | -1.4% |
| 3M | -16.4% | -53.0% | +36.7% | +2.8% |
| 6M | +0.8% | -66.4% | +67.2% | +35.7% |
| YTD | +15.1% | -31.5% | +46.6% | +22.4% |
| 1Y | +45.3% | -39.6% | +84.9% | +58.9% |
| 3Y | +70.9% | +116.8% | -45.9% | +13.6% |
| 5Y | +67.5% | +713.8% | -646.3% | -30.9% |
| 10Y | +483.0% | +882.7% | -399.6% | +95.1% |
| All | +789.9% | +247.2% | +542.8% | +173.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling