+373.5%
FCX vs MUB
+21.8%
+351.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -0.3% | -1.3% | +1.0% | +1.5% |
| 30D | -14.7% | +2.2% | -16.9% | -17.3% |
| 3M | -11.2% | -1.6% | -9.5% | -9.1% |
| 6M | -11.4% | -1.3% | -10.1% | -9.6% |
| YTD | +17.7% | -0.7% | +18.4% | +19.3% |
| 1Y | +47.5% | -0.2% | +47.7% | +48.6% |
| 3Y | +83.9% | +9.6% | +74.3% | +63.2% |
| 5Y | +54.0% | +2.6% | +51.4% | +49.1% |
| All | +373.5% | +21.8% | +351.7% | +420.1% |
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