+60.3%
FCX vs MUB
+0.1%
+60.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.2% |
| 7D | -6.0% | +0.6% | -6.6% | -7.4% |
| 30D | -13.6% | +3.2% | -16.8% | -21.4% |
| 3M | -6.8% | -1.1% | -5.7% | +1.8% |
| 6M | +13.2% | -1.1% | +14.3% | +24.8% |
| YTD | +24.4% | -0.5% | +24.9% | +39.9% |
| 1Y | +60.3% | 0.0% | +60.3% | +80.3% |
| All | +60.3% | +0.1% | +60.2% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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