+115.8%
FCX vs MOH
-19.7%
+135.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -2.3% | +1.7% | -4.0% | -2.3% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +7.4% | +5.7% | +1.7% | +7.2% |
| 6M | +16.0% | +39.1% | -23.1% | +14.6% |
| YTD | +40.9% | +17.7% | +23.2% | +40.0% |
| 1Y | +56.4% | +8.4% | +48.1% | +55.7% |
| 3Y | +84.2% | -36.6% | +120.8% | +82.7% |
| All | +115.8% | -19.7% | +135.4% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling