+59.6%
FCX vs MUB
+2.9%
+56.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -1.4% |
| 30D | +4.8% | -1.4% | +6.2% | +11.0% |
| 3M | +4.6% | -2.2% | +6.8% | +14.8% |
| 6M | +10.8% | -1.9% | +12.7% | +19.0% |
| YTD | +44.2% | -0.8% | +45.0% | +52.0% |
| 1Y | +59.6% | +2.7% | +56.8% | +31.9% |
| All | +59.6% | +2.9% | +56.7% | +31.9% |
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