+84.2%
FCX vs MRNA
+34.8%
+49.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.5% |
| 7D | -2.3% | -1.1% | -1.2% | -2.2% |
| 30D | +2.7% | +126.1% | -123.4% | -7.9% |
| 3M | +7.4% | +190.0% | -182.6% | -8.7% |
| 6M | +16.0% | +157.2% | -141.2% | +0.4% |
| YTD | +40.9% | +388.2% | -347.3% | +9.2% |
| 1Y | +56.4% | +467.0% | -410.6% | +17.4% |
| 3Y | +84.2% | +36.1% | +48.1% | +45.8% |
| All | +84.2% | +34.8% | +49.4% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling