+84.2%
FCX vs MOH
-36.3%
+120.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.1% |
| 7D | -2.3% | +1.7% | -4.0% | -2.1% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +7.4% | +5.7% | +1.7% | +8.0% |
| 6M | +16.0% | +39.1% | -23.1% | +19.1% |
| YTD | +40.9% | +17.7% | +23.2% | +44.0% |
| 1Y | +56.4% | +8.4% | +48.1% | +59.1% |
| 3Y | +84.2% | -36.6% | +120.8% | +74.2% |
| All | +84.2% | -36.3% | +120.5% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling