+60.3%
FCX vs MRNA
+945.0%
-884.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.1% | -11.8% | +0.8% |
| 7D | -6.0% | +20.6% | -26.7% | -6.8% |
| 30D | -13.6% | +27.1% | -40.7% | -14.6% |
| 3M | -6.8% | +353.4% | -360.2% | -17.2% |
| 6M | +13.2% | +446.3% | -433.1% | -5.2% |
| YTD | +24.4% | +776.2% | -751.8% | -2.8% |
| 1Y | +60.3% | +987.9% | -927.6% | +17.7% |
| All | +60.3% | +945.0% | -884.7% | +17.7% |
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