+60.3%
FCX vs MOH
+53.5%
+6.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.9% | -7.6% | +2.1% |
| 7D | -6.0% | +14.3% | -20.3% | -4.9% |
| 30D | -13.6% | +16.7% | -30.3% | -12.4% |
| 3M | -6.8% | +18.3% | -25.1% | -5.4% |
| 6M | +13.2% | +15.8% | -2.6% | +15.0% |
| YTD | +24.4% | +30.5% | -6.1% | +28.4% |
| 1Y | +60.3% | +49.3% | +11.0% | +60.5% |
| All | +60.3% | +53.5% | +6.8% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling