+982.1%
FCX vs MOH
+1,286.6%
-304.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +3.1% | -4.2% | +7.3% | +4.1% |
| 30D | +8.1% | -2.4% | +10.5% | +8.5% |
| 3M | +18.9% | -4.4% | +23.3% | +19.4% |
| 6M | +26.6% | +32.9% | -6.3% | +16.3% |
| YTD | +51.2% | +11.9% | +39.3% | +42.1% |
| 1Y | +75.6% | +6.9% | +68.6% | +64.9% |
| 3Y | +101.7% | -39.4% | +141.1% | +104.2% |
| 5Y | +134.6% | -25.0% | +159.6% | +121.2% |
| 10Y | +724.1% | +244.9% | +479.3% | +384.9% |
| All | +982.1% | +1,286.6% | -304.6% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling