+59.6%
FCX vs MRNA
+511.3%
-451.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.3% |
| 7D | -4.9% | +5.5% | -10.3% | -5.1% |
| 30D | +4.8% | +158.7% | -153.9% | -5.2% |
| 3M | +4.6% | +182.1% | -177.5% | -8.4% |
| 6M | +10.8% | +151.8% | -141.0% | -1.4% |
| YTD | +44.2% | +393.6% | -349.3% | +13.1% |
| 1Y | +59.6% | +499.5% | -439.9% | +16.4% |
| All | +59.6% | +511.3% | -451.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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