+667.8%
FCX vs MRNA
+516.4%
+151.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | +3.1% | -10.1% | +13.2% | +3.7% |
| 30D | +8.1% | +126.7% | -118.6% | -2.0% |
| 3M | +18.9% | +184.1% | -165.2% | +5.3% |
| 6M | +26.6% | +143.3% | -116.7% | +13.4% |
| YTD | +51.2% | +359.9% | -308.7% | +28.5% |
| 1Y | +75.6% | +454.2% | -378.6% | +46.7% |
| 3Y | +101.7% | +26.0% | +75.7% | +79.7% |
| 5Y | +134.6% | -70.3% | +204.9% | +111.0% |
| All | +667.8% | +516.4% | +151.4% | +573.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling