+724.2%
FCX vs MUB
+17.4%
+706.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +3.1% | -0.7% | +3.8% | +4.1% |
| 30D | +8.1% | -2.0% | +10.1% | +11.1% |
| 3M | +18.9% | -2.5% | +21.5% | +23.2% |
| 6M | +26.6% | -2.3% | +28.9% | +31.1% |
| YTD | +51.2% | -1.3% | +52.5% | +54.4% |
| 1Y | +75.6% | +1.1% | +74.4% | +74.0% |
| 3Y | +101.7% | +8.2% | +93.5% | +83.1% |
| 5Y | +134.6% | +1.5% | +133.2% | +130.3% |
| 10Y | +724.2% | +17.6% | +706.6% | +854.3% |
| All | +724.2% | +17.4% | +706.7% | +854.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling